Skip to content
By using Twitter’s services you agree to our Cookies Use. We and our partners operate globally and use cookies, including for analytics, personalisation, and ads.
  • Home Home Home, current page.
  • About

Saved searches

  • Remove
  • In this conversation
    Verified accountProtected Tweets @
Suggested users
  • Verified accountProtected Tweets @
  • Verified accountProtected Tweets @
  • Language: English
    • Bahasa Indonesia
    • Bahasa Melayu
    • Català
    • Čeština
    • Dansk
    • Deutsch
    • English UK
    • Español
    • Filipino
    • Français
    • Hrvatski
    • Italiano
    • Magyar
    • Nederlands
    • Norsk
    • Polski
    • Português
    • Română
    • Slovenčina
    • Suomi
    • Svenska
    • Tiếng Việt
    • Türkçe
    • Ελληνικά
    • Български език
    • Русский
    • Српски
    • Українська мова
    • עִבְרִית
    • العربية
    • فارسی
    • मराठी
    • हिन्दी
    • বাংলা
    • ગુજરાતી
    • தமிழ்
    • ಕನ್ನಡ
    • ภาษาไทย
    • 한국어
    • 日本語
    • 简体中文
    • 繁體中文
  • Have an account? Log in
    Have an account?
    · Forgot password?
    New to Twitter?
    Sign up
macrocephalopod's profile
macrocephalopod
macrocephalopod
macrocephalopod
@macrocephalopod

Tweets

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

Tweets

  • © 2022 Twitter
  • About
  • Help Center
  • Terms
  • Privacy policy
  • Cookies
  • Ads info
Dismiss
Previous
Next

Go to a person's profile

Saved searches

  • Remove
  • In this conversation
    Verified accountProtected Tweets @
Suggested users
  • Verified accountProtected Tweets @
  • Verified accountProtected Tweets @

Promote this Tweet

Block

  • Tweet with a location

    You can add location information to your Tweets, such as your city or precise location, from the web and via third-party applications. You always have the option to delete your Tweet location history. Learn more

    Your lists

    Create a new list

    Under 100 characters, optional
    Privacy

    Copy link to Tweet

    Embed this Tweet

    Embed this Video

    Add this Tweet to your website by copying the code below. Learn more

    Add this video to your website by copying the code below. Learn more

    Hmm, there was a problem reaching the server.

    By embedding Twitter content in your website or app, you are agreeing to the Twitter Developer Agreement and Developer Policy.

    Preview

    Why you're seeing this ad

    Log in to Twitter

    · Forgot password?
    Don't have an account? Sign up »

    Sign up for Twitter

    Not on Twitter? Sign up, tune into the things you care about, and get updates as they happen.

    Sign up
    Have an account? Log in »

    Two-way (sending and receiving) short codes:

    Country Code For customers of
    United States 40404 (any)
    Canada 21212 (any)
    United Kingdom 86444 Vodafone, Orange, 3, O2
    Brazil 40404 Nextel, TIM
    Haiti 40404 Digicel, Voila
    Ireland 51210 Vodafone, O2
    India 53000 Bharti Airtel, Videocon, Reliance
    Indonesia 89887 AXIS, 3, Telkomsel, Indosat, XL Axiata
    Italy 4880804 Wind
    3424486444 Vodafone
    » See SMS short codes for other countries

    Confirmation

     

    Welcome home!

    This timeline is where you’ll spend most of your time, getting instant updates about what matters to you.

    Tweets not working for you?

    Hover over the profile pic and click the Following button to unfollow any account.

    Say a lot with a little

    When you see a Tweet you love, tap the heart — it lets the person who wrote it know you shared the love.

    Spread the word

    The fastest way to share someone else’s Tweet with your followers is with a Retweet. Tap the icon to send it instantly.

    Join the conversation

    Add your thoughts about any Tweet with a Reply. Find a topic you’re passionate about, and jump right in.

    Learn the latest

    Get instant insight into what people are talking about now.

    Get more of what you love

    Follow more accounts to get instant updates about topics you care about.

    Find what's happening

    See the latest conversations about any topic instantly.

    Never miss a Moment

    Catch up instantly on the best stories happening as they unfold.

    1. Kris‏ @KrisAbdelmessih 10 Apr 2021

      Explained to a learner in my DMs who underestimates the vega risk of a near dated option: It's true that the near term option's vega is not large. But that is counterbalanced by the fact that near term IVs move faster (ie are more volatility then longer term IVs)

      3 replies 7 retweets 100 likes
      Show this thread
    2. Kris‏ @KrisAbdelmessih 10 Apr 2021

      A 1 month ATM option has 1/2 the vega of a 4 month option. But if the 1 month IV is twice as volatile it's the same vega risk. Need to consider vega and the vol of vol.

      4 replies 2 retweets 37 likes
      Show this thread
    3. Kris‏ @KrisAbdelmessih 10 Apr 2021

      (This is a doorway to a whole discussion about term structure and vega scaling but I'm not running down that stuff anytime soon...maybe @AgustinLebron3, @Ksidiii, or @volmagorov can thread one while sitting on a toilet)

      4 replies 1 retweet 28 likes
      Show this thread
    4. This Tweet is unavailable.
    5. macrocephalopod‏ @macrocephalopod 10 Apr 2021
      Replying to @volmagorov @KrisAbdelmessih and

      It’s a long time since I traded any vol but I think we looked at “adjusted vega” ie vega divided by sqrt of time to expiry. Ring any bells?

      1 reply 0 retweets 6 likes
    6. mpp75214‏ @mpp75214 10 Apr 2021
      Replying to @macrocephalopod @volmagorov and

      sounds like an adjustment to annualize the risk. only works though if the stdv of p&l is the same for long and short maturities

      1 reply 0 retweets 0 likes
    7. Kebch'‏ @Kevouuz 10 Apr 2021
      Replying to @mpp75214 @macrocephalopod and

      I think it's more about normalisation of the vol risk as you'd expect the Vol move to decrease with time in a 1/sqrt(t) manner

      3 replies 0 retweets 3 likes
      macrocephalopod‏ @macrocephalopod 10 Apr 2021
      Replying to @Kevouuz @mpp75214 and

      💯

      2:29 PM - 10 Apr 2021
      • 3 Likes
      • Kebch' Kris
      0 replies 0 retweets 3 likes

      Loading seems to be taking a while.

      Twitter may be over capacity or experiencing a momentary hiccup. Try again or visit Twitter Status for more information.

        Promoted Tweet

        false

        • © 2022 Twitter
        • About
        • Help Center
        • Terms
        • Privacy policy
        • Cookies
        • Ads info