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macrocephalopod's profile
macrocephalopod
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macrocephalopod
@macrocephalopod

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macrocephalopod

@macrocephalopod

Paul Allen, Vice President M&A, Pierce & Pierce (Sie/Hir) | Vegan | Silence is Violence | Women’s Rights Are Human Rights | ACAB (Assigned Cephalopod At Birth)

Joined December 2020

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    1. Kris Sidial‏ @Ksidiii 4 Feb 2021

      Kris Sidial Retweeted Kris Sidial

      For those who didn’t get the joke professor Derman wrote the book lol. I’m a fan of his work including the pieces he has on Var swaps. For those asking for vol reading material, I would highly suggest you guys follow him and check out his work @EmanuelDermanhttps://twitter.com/Ksidiii/status/1357524679976755201 …

      Kris Sidial added,

      Kris Sidial @Ksidiii
      Replying to @EmanuelDerman
      I think I may read it, I’m just hoping it’s not as tough a read as that book The Volatility smile. I read that during my junior years... man would I like to run into the guy who wrote that thing to give him a piece of my mind 😡 😂.......😉
      1 reply 1 retweet 21 likes
    2. Andrew Mack‏ @Gingfacekillah 4 Feb 2021
      Replying to @Ksidiii @EmanuelDerman

      Kris, do retail traders have any access to volatility or variance swaps? or are delta hedged straddles/strangles more or less the only tool available for pure vol plays?

      2 replies 0 retweets 5 likes
    3. Kris Sidial‏ @Ksidiii 5 Feb 2021
      Replying to @Gingfacekillah @EmanuelDerman

      Yeah not available for retail fortunately and unfortunately

      2 replies 0 retweets 6 likes
      macrocephalopod‏ @macrocephalopod 5 Feb 2021
      Replying to @Ksidiii @Gingfacekillah @EmanuelDerman

      I would simply create the exposure synthetically by shorting an option strip in inverse proportion to their squared strikes

      7:50 AM - 5 Feb 2021
      • 3 Likes
      • Alex Lachance Stoned Jerome Powell DarioG
      2 replies 0 retweets 3 likes
        1. macrocephalopod‏ @macrocephalopod 5 Feb 2021
          Replying to @macrocephalopod @Ksidiii and

          Broke: shorting options Woke: shorting out of the money put options Bespoke: shorting a basket crafted to give you maximum downside exposure in the case of a vol blowup 😎

          0 replies 1 retweet 9 likes
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        1. DarioG‏ @dariox93 5 Feb 2021
          Replying to @macrocephalopod @Ksidiii and

          Easy! 😂

          0 replies 0 retweets 0 likes
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