“This was a vol event”
The August 2024 VIX tantrum
A Jane Street Alum Teaches Trading
How the Smart Money Teaches Trading with Ricki Heicklen
Mr. My Way
Sports gambling and a book rec
Options trading as a widget factory
Edge Functions: the hurdle for a trader's unit economics
Weighting An Options Pair Trade
Theta vs vega weighting
"Do you even trade bro?"
When are you an investor vs a trader?
When it's normal to have no idea what your returns are
The lingua franca of asset management regardless of strategy is returns.
What Equity Option Traders Can Learn From Commodity Options
Lessons of markets that rhyme
When Car Leases Offer Options For Less Than Zero
Back out the option premium from a car lease
Mermaids, Fireflies, and the Bid-Ask Spread
On ETF and option market-making
Life Settlement Arbitrage
A guest post showing how “markets find a way”
Growth rate = 70% * (doublings/years)
If you can count doublings then you can easily dazzle your friends with how fast you estimate a growth rate for any number of years.
What Drives The Stock Market
Fundamentals [still] matter
Index Investing: The Nature of the Proposition
What we can learn from historical performance
Inflation Replicator
Notes on my personal investing and hedging inflation
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