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
When it's normal to have no idea what your returns are
On thinking of performance in pure dollars
Know Nothing Sizing
Vol is more stable than returns
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.
Trade or Tighten’
A common trading game for trainees
Kelly Math Weirdness
The danger of Kelly criterion when the bet is skewed
My grandma is $24.05 bid, stop embarrassing yourself
On competition and more on bet sizing
Getting Comfortable With Log Charts
Visualizing compounding for various rates of return
Getting Paid To Flip Million Dollar Coins
How much would you bet on a favorable coin?
Thinking In N not T
Sample sizes are not the same over equal time intervals
Lessons From Ed Thorp’s Interview With Tim Ferriss
What we can learn from Ed Thorp
Risk Depends On The Resolution
Volatility depends on sampling period
Using The Right Rulers
My notes on 2 books about measurement
5 Takeaways From Todd Simkin on The AlphaMind Podcast
More lessons from SIG
Newsletter
Get new posts by email.
Options, volatility, and risk — written by traders, delivered when we publish.