Recent Content by Same Lazy Element

  1. Designing an automated market for crypto options as an exercise: Tips on Black-Scholes?

    Read their whitepaper. LOL. It's gonna be great for traders looking to pick "liquidity providers" off. Can't wait for it to start working, but my...
    Post by: Same Lazy Element, Jun 16, 2021 in forum: Options

  2. Selling Premium - Strategy Never Discussed

    Well, all of these metrics are subject to statistical significance. In fact, the best way to think about long-term performance is by multiplying...
    Post by: Same Lazy Element, Jun 15, 2021 in forum: Options

  3. Can the U.S. declare bankruptcy?

    Well, 1.1T/14T is about 8%. If you count non-state actors who are holding USTs in China, we are probably taking about ~10%. For that they can have...
    Post by: Same Lazy Element, Jun 4, 2021 in forum: Economics

  4. Bitcoin Options Market in Asia (Synthetic Mining?)

    Video was shot in March when every crypto guy was flying high and down side vol was quite cheap. We had fairly large vol spike and options that...
    Post by: Same Lazy Element, Jun 4, 2021 in forum: Crypto Assets

  5. Can the U.S. declare bankruptcy?

    Well, but do they? Total value of the US marketable debt is about 21 trillion. We have to take out the stuff on the Fed balance sheet (7 trillion)...
    Post by: Same Lazy Element, Jun 4, 2021 in forum: Economics

  6. Can the U.S. declare bankruptcy?

    Changing the terms is restructuring and is an act of default. So is skipping coupons or maturity payments, which is the only time when you US has...
    Post by: Same Lazy Element, Jun 4, 2021 in forum: Economics

  7. Designing an automated market for crypto options as an exercise: Tips on Black-Scholes?

    Yeah, I was shocked to discover that Hedgic options are American and can be X-ed at any point in time. They also assume that you are fully...
    Post by: Same Lazy Element, Jun 4, 2021 in forum: Options

  8. Designing an automated market for crypto options as an exercise: Tips on Black-Scholes?

    Please do develop a DeFi where you can "stake options" like you do on Uniswap/Sushiswap et al. I'll be there in a second :D On a serious note,...
    Post by: Same Lazy Element, Jun 4, 2021 in forum: Options

  9. Bitcoin Options Market in Asia (Synthetic Mining?)

    That was filmed before the recent "festivities" - option sellers got their asses handed to them.
    Post by: Same Lazy Element, Jun 4, 2021 in forum: Crypto Assets

  10. Is it possible for retail investor to trade Variance Swaps

    Variance futures are totally illiquid, there are literally 0 volume or open interest there. It was CBOEs attempt at capturing that market that...
    Post by: Same Lazy Element, Jun 4, 2021 in forum: Trading

  11. Is it possible for retail investor to trade Variance Swaps

    I knew we are missing something from this market and now I know what it is! Let's have retail traders trade variance! What could go wrong?
    Post by: Same Lazy Element, Jun 3, 2021 in forum: Trading

  12. Any traders in here who specialize in volatility skew and probabilities-based strategies?

    The general idea of "adjustments" is bogus, IMHO. If you have a short straddle on and the original trade goes your way (i.e. you were short vol...
    Post by: Same Lazy Element, May 21, 2021 in forum: Options

  13. A Word About "Arbitrage"...

    Indeed. Academically speaking, the whole idea of cash and carry arbitrage depends on two things, ability to warehouse the underlying asset and...
    Post by: Same Lazy Element, May 18, 2021 in forum: Trading

  14. After $1.5 billion loss, Ohio teachers can't see what's in their own pension fund.

    A 1.5bn loss on a base of 80bn is -1.9%, which in qualitative terms, it's also known as "fuck-all".
    Post by: Same Lazy Element, May 7, 2021 in forum: Wall St. News

  15. Quiz: Probability and ITM?

    LOL, my answer is completely wrong and the only excuse is that I was very high at the time. P(u) * P(l) is just the maximum upper bound for the...
    Post by: Same Lazy Element, Apr 3, 2021 in forum: Options