Discover and read the best of Twitter Threads about #vol

Most recents (6)

Just to be clear what the NYSE @Sprott #uranium listing will do for us
1) Hedge funds have liquidity requirements (measured in avg daily volume or top of book size/depth) for new positions. NYSE much larger than TSX and ceteris paribus, more volume invites more players

2) No reason why a NYSE listed product shouldn't have listed options. May have a grace period (I think IPO -> options listing is 5 days for new issuances?)

Dealer hedging + gamma exacerbate vol but as we all expect... call volume will outpace

2b) People who know their way around #vol twit will chuckle at the lesser/second order greeks. Charm d(delta)/dt, vanna d(delta)/d(IV) are important structural sources of dealer notional. Another tailwind to having options listed (hopefully with more OI than $URNM...)
Read 7 tweets

Global Macro Review 03/13/22


Focus on what’s working - long #inflation 🛢, #vol 🌊, and long USD 💵

Nothing says these will continue to work, given the geopolitical risk 💥☮️

But, what choice do you have? Fade it?

Let’s dig into the 🧮!

Metals ↔️ on the week but ♉️ -
giving you opportunity long side

$COPPER -6.3%
$PLAT -2.55%
$GOLD +0.95%
$SILVER +1.45%

Chart: $SILVER +11.95% t, +17.85% T, vol 53 (3.3%)🔻

Hydrocarbons ♉️ pulled back sharply = more opportunity long 🛢⛽️

$GASO -7.35%
$NATGAS -6.0%
$WTIC -5.5%
$BRENT -4.2%

Chart: $DBC +12.28% t, +27.75% (T), vol 50 (3.1%) is over extended but a lower vol way to play commodities
Read 11 tweets
🦟Dans l'univers de #DUNE, on se déplace en #ornithoptères et beaucoup les connaissent seulement de par cette œuvre (livre ou adaptation).

Comme exemple de #biomimétisme datant de bien avant que le biomimétisme ne soit à la mode, penchons-nous sur cet aéronef futuriste.

📖De tout temps les hommes ont voulu voler tel les oiseaux ou Icare ... non, arrêtons avec les poncifs (faux pour certain) et revenons plus sérieusement au sujet.

Le terme #ornithoptère désigne

Un appareil volant au moyen d'ailes battues, comme un oiseau ou un insecte.

#LéonarddeVinci (1486-1513) aurais conçu le premier #ornithoptère, mais vers 1250, le Roger Bacon écrit une 1ʳᵉ description technique connue du vol d'un ornithoptère dans "Secrets de l'art et de la nature", le nom Ornithoptère (de Ornithos, Oiseau et Ptéron, Aile) serait de lui.
Read 12 tweets
US has 11 deaths from #Coronavirus this is far higher than 154 cases would suggest (Korea 35 deaths from 5,600 cases. FR+DE+SP = 6 deaths from c. 800 cases)

I am using 50m+ pop countries with great healthcare to compare

@Barton_options @GlennLuk @Bovell_GM

This reminds me of...

Iran 2 weeks ago...

There were about 10 deaths in Iran and apparently 50 cases. ViruTwit correctly said 'no way is that possible unless virus has mutated to a far more lethal strain'.

There is zero evidence the virus has mutated in Iran.

ViruTwit knew the number in cases in Iran was far (far far) higher, and of course we know what happened next.

Case numbers exploded, and they are still most likely hugely underestimating the numbers as they are unfortunately overwhelmed :/

Read 21 tweets
Hey all! Attention if you are up for an update on my perspective on markets. Deflation and massive moves ahead! Stay tuned #HZupdates
Let's start with #CRB, which created a nice shooting star on weekly chart, and leaving gap open below. Wave "e" often overshoots trend-line only to turn hard the opposite direction. The likely coming decline in #CRB is deflationary #HZupdates
This week we had an #Oil crisis according to some analysts. It played out on Monday😄Like #CRB, #Oil is consolidating in a sideway-consolidation (wave B) before a strong move lower. Target in Ending Diagonal remains <20USD. This will be secular bottom. First #deflation #HZupdates
Read 14 tweets

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