Learn put/call parity with this free game
The speed game we played as we learned put/call parity| Moontower Blog
how NOT to incinerate money| Moontower Blog
The speed game we played as we learned put/call parity| Moontower Blog
An interactive simulator to understand gamma scalping and delta hedging| Moontower Blog
continuation of the discussion on time spreads through the eyes of a vol trader| Moontower Blog
start squaring a number N then seeing what happens as you multiply 2 numbers whose average equals N| Moontower Blog
an intuitive way to visualize the Black-Scholes formula| Moontower Blog
the subprime crisis from both real-world and quant perspectives| Moontower Blog
The arithmetic behind how increased volatility reduces average compounded returns| Moontower Blog
Is it possible that factors overexplain excess performance?| Moontower Blog
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
liquid and levered lead while illiquid and indirect lag| Moontower Blog
How vol drag influences vertical spreads| Moontower Blog
Forecasting your actual compounded return| Moontower Blog
gamma p/l is the same as distance covered via acceleration| Moontower Blog
Trading is applying a process to a need or service the market demands| Moontower Blog
How realized volatility depends on sampling frequency| Moontower Blog
The distribution of the stock market is different than the distribution of stocks| Moontower Blog
a subject that encompasses many vol topics| Moontower Blog
This is part 2 of “building an options chain in your head”| Moontower Blog
Why it took so long for me to start learn about investing| Moontower Blog
thoughts for professional option traders on the job market| Moontower Blog
The first option greek people learn after delta is gamma. Recall that delta represents how much an option’s price changes with respect to share price.| Moontower Blog
See how out-of-the-money options have non-linear responses to changes in implied volatility| Moontower Blog
Delta-neutrality, sticky strike vs sticky delta and more...| Moontower Blog
The .50 delta option is not necessarily at-the-money. See how the .50 delta strike holds information about the underlying distribution.| Moontower Blog
