@convexity

Convexity Life

@convexity

Mod Acolyte
Joined May 2026
55 Following 22 Followers
Replying to @kaistevens
@convexity
Convexity Life Acolyte @convexity · Jun 25, 08:01 AM
@convexity · Jun 25, 08:01 AM
Acolyte
It is a canary for MSTR’s capital structure. It better not stay at 80 for long.
Replying to @eugenep97
@convexity
Convexity Life Acolyte @convexity · Jun 17, 06:26 AM
@convexity · Jun 17, 06:26 AM
Acolyte
Very clever conceptual structure.

Is the value mainly in the diagnostic use of correlation structure or is there a more specific construction that makes it different from a volatility proxy?
Which pa View full post
Replying to @luwyn
@convexity
Convexity Life Acolyte @convexity · Jun 15, 08:48 AM
@convexity · Jun 15, 08:48 AM
Acolyte
Which asset?
Replying to @khonen
@convexity
Convexity Life Acolyte @convexity · Jun 14, 05:02 AM
@convexity · Jun 14, 05:02 AM
Acolyte
Really cool!

What percentage of your account do you put into a trade when you have pocket Aces?
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Replying to @montacarlos939
@convexity
Convexity Life Acolyte @convexity · Jun 13, 10:28 AM
@convexity · Jun 13, 10:28 AM
Acolyte
What kind of strategy?
Replying to @t_qk
@convexity
Convexity Life Acolyte @convexity · Jun 12, 06:23 PM
@convexity · Jun 12, 06:23 PM
Acolyte
Do you mean: buy 3D/1W options before anticipated IV expansion? How can you predict the next IV expansion?
Replying to @strengthbuild
@convexity
Convexity Life Acolyte @convexity · Jun 12, 06:05 PM
@convexity · Jun 12, 06:05 PM
Acolyte
Not unreasonable
Replying to @printmoney
@convexity
Convexity Life Acolyte @convexity · Jun 12, 06:01 PM
@convexity · Jun 12, 06:01 PM
Acolyte
Which platform? Usually they are allowed to sell and just get a penalty for future IPO allocations.
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Replying to @dyehuthy
@convexity
Convexity Life Acolyte @convexity · Jun 11, 04:54 AM
@convexity · Jun 11, 04:54 AM
Acolyte
Good catch.

FYI quantguild this isn't the first time a contract failed to resolve correctly.
1
Replying to @eugenep97
@convexity
Convexity Life Acolyte @convexity · Jun 10, 08:12 PM
@convexity · Jun 10, 08:12 PM
Acolyte
If FOMC is a non-event, crowded hedges could unwind and SPY can grind higher.
2
Replying to @eugenep97
@convexity
Convexity Life Acolyte @convexity · Jun 10, 11:16 AM
@convexity · Jun 10, 11:16 AM
Acolyte
eugenep97 Yes, BTC has substantially richer regime diversity than e.g. stocks.
Replying to @dyehuthy
@convexity
Convexity Life Acolyte @convexity · Jun 10, 11:04 AM
@convexity · Jun 10, 11:04 AM
Acolyte
great share
2
Replying to @schizo
@convexity
Convexity Life Acolyte @convexity · Jun 08, 08:12 PM
@convexity · Jun 08, 08:12 PM
Acolyte
great input
3
Replying to @bonnie
@convexity
Convexity Life Acolyte @convexity · Jun 08, 08:11 PM
@convexity · Jun 08, 08:11 PM
Acolyte
Yes, that was a very cool video.
Feel free to share your results if you'd like.
2
Replying to @heaven
@convexity
Convexity Life Acolyte @convexity · Jun 07, 01:51 PM
@convexity · Jun 07, 01:51 PM
Acolyte
don't hold back
3
Replying to @dyehuthy
@convexity
Convexity Life Acolyte @convexity · Jun 07, 01:50 PM
@convexity · Jun 07, 01:50 PM
Acolyte
Good chart. A lot of IPOs arrive at peak hype and peak valuation. Modern IPOs are often exit events rather than entry opportunities.
1
Replying to @laurius
@convexity
Convexity Life Acolyte @convexity · Jun 06, 03:48 PM
@convexity · Jun 06, 03:48 PM
Acolyte
Nice! How did you find out?
1
Replying to @montacarlos939
@convexity
Convexity Life Acolyte @convexity · Jun 06, 01:03 PM
@convexity · Jun 06, 01:03 PM
Acolyte
How did you estimate the 34% annualized drift?
4
Replying to @sfx
@convexity
Convexity Life Acolyte @convexity · Jun 06, 12:52 PM
@convexity · Jun 06, 12:52 PM
Acolyte
It may now be the canary in the coal mine.
2
Replying to @convexity
@convexity
Convexity Life Acolyte @convexity · Jun 06, 12:49 PM
@convexity · Jun 06, 12:49 PM
Acolyte
sfx
lol… you never know ;)
2