Discover and read the best of Twitter Threads about #volatility

Most recents (8)

#CBOE #VIX #volatility index, also known as #WallStreet's "fear gauge" records biggest one-day spike in 10 months
MSCI’s All-Country World Index, which tracks #shares across 47 countries, fell for a six straight day on Monday - marking its longest losing streak this year.
Read 10 tweets
1/Today's Saturday post will be on #volatility mean reversion (from a simplistic point of view) in relation to $VIX and $SPX.

This can be a fairly complicated topic but I want to narrow it down to its most basic form.
2/

First an aside..I have been in Sydney for almost a week ( which explains my posting at odd times) and really enjoy this #bigbash cricket. Really fun to have it on in the background

Ok, back to the post.
3/
Some facts first.

1.)Unlike price, we know that #volatility has to revert, but the speed at which it reverts is unknown.

2.) We also know it has a log-normal distribution, and we can estimate the confidence intervals quite easily
Read 13 tweets
Let’s get this #mcm_chartstorm going

1/

Let’s start with the $INDU
2/

And $SPY $SPX have the same pattern & perfect symmetry BTW imo
3/

$SPHBI High Beta index made a perfect kiss of resistance
$SPX
Read 61 tweets
1/ On my feed I try to stay in my lane...focusing on

1st.) #volatility specific issues

2nd.) Economic and stock market observation

But this chart, which someone posted yesterday (forgive me I can't remember who posted it) is worth a deeper dive
#TrumpEnterprises
2/
First some qualifications. I am first and foremost a financial economist, and by nature and study, fiscally conservative. Most finance academics are.

I care deeply about fiscal and monetary policy, but not obtuse enough to believe my opinion is always right
3/

What makes the country great is our ability to disagree passionately about a wide array of subjects but find a working common ground.

I try to refrain from many political topics, especially on this platform, because, what can be accomplished debating on @Twitter
Read 34 tweets
"Volatility as an Instrument of Truth"

- Chris Cole (@artemisVol)
@ArtemisVol "When the Shoeshine Boy Is
Shorting Volatility..."

buildingarks.files.wordpress.com/2014/06/artemi…

Ring a bell for the Indian markets?
@ArtemisVol "Buffett is one of the greatest short vol traders"

- Chris Cole (@ArtemisVol)
Read 7 tweets
Tria non potrebbe mai lavorare con @POTUS 😂😂😂
#TriaExit #Mef cosa?
Sta diventando stucchevole..tanto 1,6/2/2,5 la sostanza non cambia...se arriva la contrazione economica seria come preambolo di recessione...vi travolge ...senza se e senza ma...
PUPAZZI 👺💩👏

#ITALY'S LEAGUE ECONOMICS ADVISOR SAYS ANY TALK OF THE COUNTRY'S EURO EXIT IS OUT OF DISCUSSION
Read 347 tweets
Wonderful that our 29-July #Mumbai #ODAP #Workshop attendees now have access to the Platinum plan of @MyFNO, a tool that we use everyday to Assess, Deploy, Manage & Win in our #OptionsTrading

(1/n)
@MyFnO We ourselves use the @MyFnO tool to *Assess* fresh #options opportunities.

We take our underlying view and combine that with our view on #Volatility to determine the range of #optionstrading strategies that can be used.

(2/n)
@MyFnO Armed with our assessment of the underlying and volatility views, we get ready to *Deploy* our selected #OptionsTrading strategy.

We base this on our risk to reward in the trade and our individual trading plans.

There is something for every level of trading capital.
(3/n)
Read 6 tweets
1/n
A lot of chatter on my TL about the #edge in #OptionsTrading, specifically #OptionSelling.
A lot of good information but some mis-information being spread as well.

A #thread.
2/n
First off, #OptionSelling by itself is NOT an edge.

Simply by selling an instrument that decays in value over time, doesn't give one an edge towards profit. It is accompanied by short gamma and rising #volatility working "against" you.

#OptionsTrading
3/n
The #volatility #edge or premium expresses itself when the underlying moves "less" than the move that is priced in the options.

#OptionsTrading
Read 17 tweets

Related hashtags

Did Thread Reader help you today?

Support us! We are indie developers!


This site is made by just three indie developers on a laptop doing marketing, support and development! Read more about the story.

Become a Premium Member ($3.00/month or $30.00/year) and get exclusive features!

Become Premium

Too expensive? Make a small donation by buying us coffee ($5) or help with server cost ($10)

Donate via Paypal Become our Patreon

Thank you for your support!