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  1. V

    Something wrong with volatility

    Any chance StdDev around the mean, IMO, is the return, not the price? and you will assume short term stock return has a 0 of mean so you can compare across them.
  2. V

    Bitcoin Options Market in Asia (Synthetic Mining?)

    Wonder what's the sharpe now for them :)
  3. V

    Low risk VXX option strategy

    I think this strategy might works better in low vol environment. So you are taking the advantage of VIX reverting upward to historical mean as well as buying low IV on the VXX put wing.
  4. V

    Bitcoin Options Market in Asia (Synthetic Mining?)

    I think he means The Sharpe" has been 11 or 12
  5. V

    Mini SPX

    Only downside seems to be that XSP is not as liquid as SPX/SPXW options, you will get pretty wide bid/ask. IMHO SPY Options might be a better choice for individual/small accounts.
  6. V

    Who will lend me a few billion $ for this arbitrage?

    Can you shed some light on the Defi/Cefi arbitrage? Sounds very interesting. Thank you.
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