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Web3 | Volatility | @Crowd9_app Ex: @TreehouseFi
12 min read
recently published a report covering four years' worth of data on crypto vol dynamic and environment.🤯
Greg Magadini of Amberdata
Here are some interesting takeaways🧵 👇
The vol term structure is in contango 77.5% of the time.
Contango is where implied vols (IV) increase as we go further out in time as illustrated by an upward-sloping vol curve. It is usually during periods of normalcy.
Dec 31, 2022
5 min read
The lessons of legendary investor Seth Klarman from the Global Financial Crisis in 2009 remain relevant today.
Here are 15 bite-sized musings to away from 2022 in
Enjoy 👇 🧵
Things that have never happened before are bound to occur with some regularity. Always prepare for the unexpected.
That includes stress-testing your portfolio for the worst possible outcome. 🦢
Dec 26, 2022
15 min read
must overcome a massive demand gap for it to be a meaningful on-chain sector, and we are nowhere near there.
Here is a simple mental model to ponder over the demand for crypto options. 🧵 👇
have traditionally played second fiddle to the spot and futures market in crypto.
However, we are witnessing an increase in interest in options lately as protocols like
are gaining traction within CT.
Dec 22, 2022
6 min read
Event Trading: Part 2
The Tales of Volatility.
Got the direction right but still lost money on your options? Here is what you need to know about volatility.
Implied volatility is one of the main parameters for pricing an option.
High IV = High Option Price
Low IV = Low Option Price
Note that high IV doesn't mean expensive, and vice versa, low IV doesn't mean cheap.