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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. Domink‏ @Dpro2298 8 May 2021

      @bennpeifert If I were to use a volatility surface only to observe skew or skew term structure, do you think simple bilinear interpolation provided through quantlib would be fine? Or would it be worth it to go further down the rabbit hole in to SVI models?

      3 replies 0 retweets 5 likes
      Show this thread
    2. Domink‏ @Dpro2298 8 May 2021

      For reference I’m trading out of my dorm room with sub 5 figures, not pricing exotics or anything😂😂 tagging more smart vol people: @Ksidiii @SqueezeMetrics @FadingRallies @choffstein @jam_croissant @macrocephalopod

      1 reply 0 retweets 0 likes
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      macrocephalopod‏ @macrocephalopod 8 May 2021
      Replying to @Dpro2298 @Ksidiii and

      I am 100% not a “vol person” you have probably traded more options than I have.

      12:32 PM - 8 May 2021
      1 reply 0 retweets 0 likes
        1. New conversation
        1. Domink‏ @Dpro2298 8 May 2021
          Replying to @macrocephalopod @Ksidiii and

          Noted, sorry.

          1 reply 0 retweets 0 likes
        2. macrocephalopod‏ @macrocephalopod 8 May 2021
          Replying to @Dpro2298 @Ksidiii and

          No need to apologize!

          0 replies 0 retweets 1 like
          3. End of conversation

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