Applying the concept of option gamma to understand how levered ETF deltas trigger daily delta rebalances| Moontower Blog
The brutal arithmetic behind shorting| Moontower Blog
See how the path of returns can alter the distribution of p/l independently of expectancy.| Moontower Blog
Vol drag does NOT change the mean or expected return. It affects the return you are most likely to experience.| Moontower Blog
How vol drag influences vertical spreads| Moontower Blog
Forecasting your actual compounded return| Moontower Blog
Non-self-weighting strategy| Moontower Blog
Uselessly long feedback loops mean investing is an act of faith| Moontower Blog