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I read that you should have 1/3 soluble fiber and 2/3 insolubale fiber.

the trading floor I was at would do that during the world cups.

Jewish lasers killed them all.

And then he’s upset when advertisers exercise their free speech to say pull his app from their App Store.

its funny that these anti musk and anti Twitter posts are made on Twitter.

well someone wrote an essay answering your question with the detail you seemed to want but then you didn’t really want that… so… what else does one respond with.

I’ll dumb it down for you: MacBook good.

walmart is supposedly using block chain to track lettuce to curtail the impact of e coli breakouts. I don’t know why they just don’t use a relational database.

I think the dawn means infinite gamma pnl. Ie infinite loss on a short option. This is true but it’s not strictly gamma pnl (it’s a bunch of partial derivatives) and the market makers don’t force it to happen (it happens because a stock moves to practically infinity) and theoretical option...

Nor have I… yet :)

There are easier legal ways if you are in #2 that don’t involve using an IB account that doesn’t have access to index option prices.

From one month out it’s normally strictly upward sloping in quiet time’ss.

the SPX spends 90percent of the time in the term structure MrMuppet described. the spx spends 90percent of its life in upward term structure. Vega isn’t working for you or against you in any structure. gamma and theta are linked: you pay one and receive the other. Your view on...

One month moves up much faster than another month: in the case of CL, changes in the arbitrage condition like in the negative oil debacle where only the front went negative.

You have to trade like 3x the spread to get the same pnl volatility as the outright. That adds leverage making the spreads trickier.

The dawn proving that he doesn’t know how to read. perhaps the market makers have hacked his account to prevent him from sharing his infinite gamma theories.

Banks trade against clients left and right. All Dodd frank did was hide the prop trading; it explicitly allowed banks to take principle risk to facilitate client orders. They hedge the correlation risk with other correlation products, not explicitly with vanilla products. So because the hedge...

At some point bitcoin will be worth $1MM. 21MM coins for a total value of $1MM.... where's my 5 year old to do the math?

I don’t believe you can replicate an outperformance option with just vanilla options or dynamic hedging.

1. mostly yes. but not strictly. for example, until like 2006, there was no tech component to the Dow. 2. Yes, but only as an OTC option traded through a bank. This would require a private banking or prime brokerage relationship. 3. Not to my knowledge.