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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. macrocephalopod‏ @macrocephalopod 5 Nov 2021

      macrocephalopod Retweeted bookdepth

      This reminded me of the CME Metro Area Housing Index Futures -- all you need to hedged your housing market delta exposure! Unfortunately on most days there is zero volume, and the total open interest across all expiries is .... 11https://twitter.com/bookdepth/status/1456119738879381506 …

      macrocephalopod added,

      bookdepth @bookdepth
      RE: Zillow, if your market making business has holding times measured in months, you better be sure you're hedging out housing market delta! if your backtests assume high turnover and you can't move inventory, then guess what? The alpha you thought you had just left the building
      Show this thread
      3 replies 3 retweets 72 likes
      Show this thread
    2. macrocephalopod‏ @macrocephalopod 5 Nov 2021

      Amazingly there is a market maker for these futures. His name is John H. Dolan and he has the website https://www.homepricefutures.com/  where he posts quotes in one lot size not only for every expiry, but for every regional sub-index as well. Hero.

      4 replies 1 retweet 88 likes
      Show this thread
    3. macrocephalopod‏ @macrocephalopod 5 Nov 2021

      "I've been the market maker for the S&P CME Case Shiller contracts for ~10 years, have been involved in most trades, often have more than half the OI, and am typically providing >75% of quotes." Got to respect the dedication.

      9 replies 0 retweets 57 likes
      Show this thread
    4. macrocephalopod‏ @macrocephalopod 5 Nov 2021

      Omg he has a twitter account! @HomePriceHedges

      3 replies 0 retweets 36 likes
      Show this thread
    5. bookdepth‏ @bookdepth 5 Nov 2021
      Replying to @macrocephalopod @HomePriceHedges

      Omg king

      2 replies 0 retweets 9 likes
    6. macrocephalopod‏ @macrocephalopod 5 Nov 2021
      Replying to @bookdepth @HomePriceHedges

      He makes a market in water futures as well, this keeps getting better and better - @cmewaterfutures

      3 replies 0 retweets 12 likes
      macrocephalopod‏ @macrocephalopod 5 Nov 2021
      Replying to @macrocephalopod @HomePriceHedges @cmewaterfutures

      Just an outstanding resume - launched MBS trading at Citi, agency CMOs at Salomon, helped launch the first MBS REITs, Bankers Trust, Brookfield, then "retiring" to do consulting, academia, and make markets in niche futures on CME 💯pic.twitter.com/9Vqxi6Tf8a

      6:38 AM - 5 Nov 2021
      • 26 Likes
      • refrigerant 134-a drinker Ryan Olson @CMEWaterFutures maybe? ben Uninformed Liquidity Trader Alex Agustin Lebron
      3 replies 0 retweets 26 likes
        1. New conversation
        1. Kamil Choudhury‏ @kchoudhu 5 Nov 2021
          Replying to @macrocephalopod @HomePriceHedges @cmewaterfutures

          Man the stories this dude could tell.

          2 replies 0 retweets 11 likes
        2. itenginerd‏ @itenginerd 5 Nov 2021
          Replying to @kchoudhu @macrocephalopod and

          Sounds like grounds for a class field trip to me. That man's steak dinner isn't going to buy itself... 😁

          1 reply 0 retweets 5 likes
        3. Show replies
        1. Hide Not Slide‏ @HideNotSlide 5 Nov 2021
          Replying to @macrocephalopod @HomePriceHedges @cmewaterfutures

          I'm never leaving this websitepic.twitter.com/vUORH0wWGV

          0 replies 0 retweets 10 likes
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        1. Kris‏ @KrisAbdelmessih 5 Nov 2021
          Replying to @macrocephalopod @HomePriceHedges @cmewaterfutures

          Amazing...what a find!

          0 replies 0 retweets 5 likes
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