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Is it the education that's the key to their success or do the people who have what it takes gravitate to getting more education? Correlation, causation.

Short

It's not "time decay" it's vol decay. And the answer of which one you should choose depends entirely on your forecast of future vol.

Uh, your two examples prove my point....

That settles it!

By that logic who are you to call Paulson a joke?

Vol is mean reverting so no it will not last.

Bass is a joke.

4*4=16 16-1=15 1500%

I'm not the one arguing against reality here.

Are you mentally retarded?

Your opinion is of no importance as that sentence is a fact.

https://workspace.imperial.ac.uk/riskmanagementlab/public/wp05.pdf Read the first sentence of the abstract.

What does P/C parity have to do with any of this? Right now paying for 1 yr protection against a 20% decline in SPY costs you over 3.00% of the amount you're insuring. Do this year after year after year and your returns suffer greatly, hence it is expensive.

The Baltic Dry Index has to be a parody of itself by now.

Agreed. SPX posted 2 50% drawdowns in the last decade. "Low risk" indeed.

Index hedging is very expensive. Best hedge is reduced position size. There's still an opportunity cost but it's only relative at least.

Feel the Bern ;)

Funny, that you called me a troll and put me on ignore for asking the same thing.

My first thought is that this would be useful to larger players as a way to concentrate liquidity at EOD on the closing print.