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Long and the short of it is I've gotten somewhat involved in the DAO/management side of a certain cryptocurrency. They are collateral in the Rari/Fuse pools, which, as a basic primer are: Pools where you can lend cryptocurrency and others can borrow them. Borrowers get liquidated if their LTV...

Why trade trends and get whipsawed, trade the mean-reversion? But yeah, you are going thru what every one has gone thru...the initial awareness of your own irrational feelings coming into your trading. You were doing good when it was day one because you hadn't yet generated sunk costs, revenge...

Synthetic long.

Hm, I'd be surprised if TOS doesn't give you just a spreadsheet of exits and entries. I know IBKR I can find it. Sorry your MSFT didn't work out today.

Probably very doable to put into any spreadsheet software?

I'd be interested in seeing a chart of your hundreds of trades in a standard curve; seeing what your average profits or losses are, as well, as well as outliers, etc. If you can generate any sort of positive expectancy on noise, you're doing better than most...

Are you exiting manually or setting automatic limit and stops?

Couldn't you borrow Tether thru Defi to short? Sell it for USDC or some other stablecoin.

You're scalping a lot of pennies? What're your risk management or exit strategies if it goes awry?

I'd consider shorting Tether except for not knowing how long I'd be making interest payments before it went bust. At this point, how does the hammer even drop on creditors wanting to redeem their Tethers directly?

This is very specific to ITT Tech, though, which was noted for its predatory misinformation to its students.

Ah, yeah, hadn't even seen the whitepaper. While nascent, their discord does have the devs trying to answer questions... I think it's interesting; They will have different pools per expiry. The strikes within an expiry will share a base IV and each have their own individual "skew ratio"...

Interesting, looks like these folks are looking to solve similar issues, although they leave it vague how they'll do it: https://blog.lyra.finance/introducing_lyra/ Taking market based supply/demand, then, "Institutional Grade Pricing Mechanism"...

Seems like one of the only ways to go with meme stocks, IMO. Although I occasionally sell a put ratio spread.

I guess, then...who are these models for? Don't market makers use them?

Yeah, that's what I'm seeing. Interpolating and smoothing the volatility surface accurately seems to be an open ended problem with many different attempts and solutions.

I'm wondering if I could maybe apply something towards modeling the volatility surface using an IV Function, even going as far as to model smile and skew. How, though...

An unfortunate side effect of the way the blockchain has to work; there's no way for the options to automatically exercise since they don't operate in continuous time. They are fully collateralized against the options they write; I just don't think the juice is worth the squeeze right now for...

Thanks for your experienced response; things like "free convexity" aren't things I was aware of. I still haven't quite wrapped my head around "fixing IV" if it fluctuates according to some demand, but I think I understand that all contracts should have their own IV. So are you saying I'd still...

Well, theoretically if I have the IV, I'll be able to derive a chain from it, and it'd also be trivial to chart IV as it changes? Not quite sure how to relate or understand the surface in this situation since I don't have an entire market... Would the algorithm I described not be a good proxy...