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macrocephalopod's profile
macrocephalopod
macrocephalopod
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. Robin Wigglesworth‏Verified account @RobinWigg 24 Feb 2021

      The REAL bubble is the Vix, argues JPMorgan's Marko Kolanovic, pointing out a stubbornly high spread between the Vix and actual, realised volatility.

      8 replies 4 retweets 36 likes
      Show this thread
    2. macrocephalopod‏ @macrocephalopod 24 Feb 2021
      Replying to @RobinWigg

      macrocephalopod Retweeted macrocephalopod

      Can’t really compare VIX to realized vol (Kolanovic knows this ofc). The VIX is high because the skew premium and convexity premium are high ie investors think you will get absolutely murdered if you sell vol and there is a big correction.https://twitter.com/macrocephalopod/status/1357838424699531269 …

      macrocephalopod added,

      macrocephalopod @macrocephalopod
      I don’t know who needs to hear this but variance is a convex function of volatility and Jensen’s inequality implies that your chart comparing spot VIX to trailing realized vol is bullshit.
      Show this thread
      3 replies 0 retweets 26 likes
    3. macrocephalopod‏ @macrocephalopod 24 Feb 2021
      Replying to @macrocephalopod @RobinWigg

      Best way to understand this is as a sales pitch. Banks love to buy variance, especially with a fat spread built in, but customers have stopped selling it. K trying to change that!

      2 replies 0 retweets 13 likes
    4. Benn "DJ D-Vol" Eifert‏ @bennpeifert 24 Feb 2021
      Replying to @macrocephalopod @RobinWigg

      Benn "DJ D-Vol" Eifert Retweeted Benn "DJ D-Vol" Eifert

      https://twitter.com/bennpeifert/status/1364555454689333252?s=20 …

      Benn "DJ D-Vol" Eifert added,

      Benn "DJ D-Vol" Eifert @bennpeifert
      Banks: can someone pretty-please start selling us 1-month uncapped variance again, I'll even use your favorite word https://twitter.com/carlquintanilla/status/1364553906970365953 …
      1 reply 0 retweets 6 likes
    5. macrocephalopod‏ @macrocephalopod 24 Feb 2021
      Replying to @bennpeifert @RobinWigg

      Everything I know about vol I learned from reading @bennpeifert tweets

      1 reply 0 retweets 13 likes
    6. Benn "DJ D-Vol" Eifert‏ @bennpeifert 24 Feb 2021
      Replying to @macrocephalopod @RobinWigg

      ahha highly doubt it

      3 replies 0 retweets 3 likes
      macrocephalopod‏ @macrocephalopod 24 Feb 2021
      Replying to @bennpeifert @RobinWigg

      I think the reality is a learned a lot of the theory from reading textbooks and papers, and almost everything about the practicalities from reading you and like 5-6 others on Twitter, so more true than you think!

      6:25 AM - 24 Feb 2021
      • 9 Likes
      • Flowdamentals Like I’m On Fire [a-zA-Z] Jason @ Mutiny 🦑🪳🏴‍☠️ Mitchell Rosenthal joyflow Michael Yao Benn "DJ D-Vol" Eifert brrrzooka Ved Rajkumar
      0 replies 0 retweets 9 likes

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