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Only because Captain Jack Andrews, Jason Scavone and the rest of the Unabated team are so cordial. See you there 🫡

Every model has some version of this. To find new opportunities, figure out where the cubical cat is hiding.

SMBC cartoons get funnier the more SSRN papers you read. Happy Friday 🫡

One of the best MT editions yet. There's a little volatility💎 hiding in plain sight towards the end.

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I recently had the opportunity to give a presentation at Balyasny Asset Management as part of their Quant Seminar series. Thank you to Sarah, Andrew and the rest of the BAM team for having me.

What I find useful and what you find useful might not be the same thing. Just search for things and start reading. One good paper will provide many references to widen the search. - cross section options returns - equity returns - option returns - sports betting - etc.

Not now babe I’m reading about “Bayesian Sports Models in R”

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Back from a brief vacation. Let’s do this 🫡

almost 4x on the 1-dte straddle today... unexpected move into holiday week... previous one July 24th, before that closest one Dec 20th 2023

Have you ever noticed that the best TA is usually a proxy for realized volatility? And that volatility has stylized facts that lead to repeatable effects? And that effects are where edges can be found? Focus on effects. It will shave some time off your learning curve.

High risk, high reward. Tried to stack a few more 10 delta calls in the roster this year.

As Joel Rubano recently said, it's a game of information asymmetry. Find the mistakes. Happy Friday 🫡

Realized Vol? Excellent choice sir, coming right up.