#Volatility

Stretching Spreads

FadingRallies

1/x) Today is the 3 year anniversary of Volmageddon. (Aside from being my greatest single PnL day lol), it was a critical event that not only changed the volatility trading

Samneet Chepal

samchepal

1. Congrats to the @opyn_ team for launching V2 - very exciting! I’m happy that the new V2 dashboard has a clean layout with greeks and implied vols for each

Alex Demosthenes

AlexDemosthenes

Market Liquidity + Volatility 101Markets depend on buyers + sellers being able to transact w one another efficiently + at a manageable transaction cost.Read on$SPY $SPX #ES_F $QQQ $VIX 1/

Neville Mandimika

nevmandimika

Your thinking about #Zimbabwe equities may be wrong[Thread] Let’s start with the basics: the goal of any investment is to maximise return while minimizing risk (Investments 101 stuff), yet ¾

Asian American NPC

Mont_Jiang

I was along for the GameStop ride today, but I've also been at the SEC where we regulated firms like Citadel and RobinHood. The SEC does not intentionally favor rich

Ari Paul ⛓️

AriDavidPaul

Hi @RayDalio! I'll try to address your concerns here. Happy to chat at greater length. 1: money usually follows a path of Sov->MoE->UoA. Bitcoin is not a very useful MoE

Travis (not a Cylon) Kimmel

coloradotravis

Sharing some half-formed thoughts here since they seem fun (these are more just random field notes than a proper thesis).Anyhow: it all starts with “volmageddon” and ends with a weird,

Harel Jacobson

VolQuant

Liquidity, Volatility and Information AsymmetryWe tend to take many things in trading for granted, and I think that liquidity and price discovery are two things that we rarely think about,

Andrew Miller

millerak42

Just how crazy are current interest rates? A quick thread: 1/ A quick look at the US Treasury website gives us the following picture of the current yield curve 2/

Vidya ✨

learnwithvidya

The world is volatile & unpredictable.Take COVID. None of you were predicting this would happen.Yet, some THRIVED during pandemic and some did not.When did they learn how to survive a

British Election Study

BESResearch

We have some new analysis up on volatility, realignment and electoral shocks in the context of Brexit and the last election.Click through for the thread https://www.britishelectionstudy.com/uncategorized/volatility-realignment-electoral-sho

balajis.com

balajis

We don’t know all the facts yet. It is quite possible Robinhood was leaned on by the SEC, a banking partner, or one of many other regulators / regulated entities

Travis Bowen

T_Bowen10

(1) Update on the Robinhood situation: looks like the decision to halt trading was one of survival, not fraud. Robinhood raised $1 billion immediately this morning/late last night. It appears

Jorge Miranda-Pinto

JorgeMirandaPi5

1/n Here a detailed thread on my paper published at @RevEconDyn (Vol. January 2021, https://authors.elsevier.com/a/1cK0~3uolWYEmc). In addition to the contributions by Carvalho, Atalay, and @DBaqaee, and Fahri, the paper shows

Emanuel Derman.

EmanuelDerman

A short thread about GameStop and Populism and The Central Dogma of Derivatives.The “populist” nature of the r/WSB pumping of GameStop that required SAC and Citadel “experts” to rescue Melvin

Prashant Shah

Prashantshah267

Thread: Bollinger BandsBollinger Bands® is a wonderful invention of John Bollinger. #Bollingerbands #Indicators #Definedge Imagine there are 10 people sitting in the room. For example, their average height is 165

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