365 reputation
25
bio website
location
age
visits member for 2 years, 4 months
seen Feb 23 at 21:05

Nov
29
awarded  Yearling
Dec
13
answered How to solve for the implied stock lending rate given equity options prices?
Dec
12
awarded  Necromancer
Dec
9
comment Are there comprehensive analyses of theta decay in weekly options?
Theta decay doesn't depend on the in the moneyness
Dec
9
awarded  Student
Dec
9
asked What are some quantitative method behind etf vs cash arbitrage?
Dec
8
awarded  Supporter
Dec
8
awarded  Critic
Dec
8
revised Are there comprehensive analyses of theta decay in weekly options?
deleted 1 characters in body
Dec
8
answered illiquid american options pricing
Dec
7
answered Are there comprehensive analyses of theta decay in weekly options?
Dec
1
answered Why is volatility mean-reverting?
Dec
1
comment Why is volatility mean-reverting?
This is not true. Volatility doesn't matter the deviation from the equilibrium because there's not such thing as equilibrium price. I think you would think that because u expect vix to trade in the low 10s when spy goes to say 135 (your equilibrium price). However, spy can trade 100 and vix trades low 10 if fundamental supports that spy level and the most market agree spy should trade 100.
Nov
29
awarded  Teacher
Nov
29
awarded  Editor
Nov
29
comment Given markets usually fall fast and rise slowly, are there trading mechanisms to take advantage of this?
30d Put means 30 delta put
Nov
29
revised Given markets usually fall fast and rise slowly, are there trading mechanisms to take advantage of this?
added 158 characters in body
Nov
29
answered Given markets usually fall fast and rise slowly, are there trading mechanisms to take advantage of this?