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This is great.. and as time progresses I see the micros gaining more and more liquidity!

Dude please keep it up, don't let anything deter your journey. I enjoy this journal a lot and will start contributing! Been a long-term lurker!

Don't blame the young bachelor for your simple existence. Every schmuck has 2 kids with a mortgage, and most likely his wife is banging the young bachelor lol. But don't say someone hasn't traded futures just because they suggested using 2lots. As far as "making a living" I have no idea, but...

You can't understand volatility without knowing who Rob Engle is. He won the Nobel Prize for modeling vol. That's a nice attribute to have for oneself! He modeled the time-varying nature of return fluctuations, which is a characteristic of vol. Engle was first to use ARCH(auto-regressive...

Some #stylizedfactz

Curious why you think this? If you notice $ROKU IV tends to drift upwards until the earnings event, then depletes and starts its slow ascension back up (rinse/repeat), but the last time $ROKU had earnings its IV rank hit 90%. Although $ROKU next earnings is still about two weeks away I...

Hey Tao, yes I am aware of the relationship between condors and flys, I love me some wing-spreads! I trade with tastyworks and TOS!

Damn.. well everyone has different views. I actually enjoy all of his books. Theres not many books in the financial math realm that are as entertaining and unique like Talebs. I wouldn't say hes a troll... but he has the guts to call academia out on its bulllshit and I respect that. He's some...

Well said brother!

Can you elaborate a lil more on why? Why should I be careful following Taleb POST-Dynamic-Hedging? In my opinion Taleb is one of the goats. He's really one of the first "derivative philosophers" in a sense. The only difference is he actually has skin-in-the-game! Dynamic Hedging is almost...

IV = intrinsic value? That's a first lol

Right. And if spot rose, most likely IV didn't outpace theta? Unless this is copper!!

While I concur, let me play that advocative devil.. YES, no "inherent" advantage.. but... Depending on your molecular structure and brain wits... One can create a synthetic advantage. Where... for ex: Dude is a trading wizard. He loves fading jaded lizards... But hates and waits to get paid...

What is your null hypothesis?

"The year is 2022, and Spooz still oscillating like a true Brownian motion particulate = randomness +drift. Yet the drift was driftless… spyderz and Russell started to become the pair-trade of the time because of the -corr between them. The smaller caps told the story. I'm looking at my...

$FTSI $LBRT $PK $DCP

Thank you

Btw, I love buying sh!t that goes down. The demise of an asset is littered with alpha! The more it goes down the more opportunity, its simple math. Sadly, this market has been a dog, drifting like pure geo-metric Brownian motion--like for a decade, with a few corrections. But man, once...

Looking to get long $BAS sharez and some $BYND OTM long callz

Hey @gaussian I saw your post in another thread of some guy who lost $3k. You mentioned something like how you read theory for awhile but thought that was a mistake? Can you please explain what you mean by that? Thanks man!