Pinnedby Kris AbdelmessihSocratic Puzzles To Build Your Financial IntuitionThis is a list of homework-like posts that allow you to slowly build intuition for financial math or derivatives topics.Jun 11, 20231Jun 11, 20231
by Kris Abdelmessihcommodity kamikazeNote: This is a trade I’m looking at. I’m not an advisor. I get hunches, I cross-reference them with pictures I have a hand in creating, I…Sep 11Sep 11
by Kris Abdelmessihhow arbitrage pricing creates opportunities for directional investorsThis post starts with a response to a reader question but leads to a deeper question — do arbitrage-free prices present opportunities to…Sep 8Sep 8
by Kris AbdelmessihGLD vol post-mortemLast Sunday, I sent out a paywalled flash post explaining why I thought GLD November volatility looked like a sale based on Friday, 8/16…Aug 25Aug 25
by Kris Abdelmessihunderstanding the realized vol portion of option p/lThursday’s paid post was cutting to the heart of vol trading — dynamic hedging to isolate vol mispricing.Aug 18Aug 18
by Kris Abdelmessihwhy home prices could fall with mortgage ratesJust based on my local observations, it still feels like the bid-ask on residential real estate is wide.Aug 18Aug 18
by Kris Abdelmessih“This was a vol event”Equity markets have been crazy. In my caveman view, we just left a world where volatility markets were searching for vol buyers. The “job…Aug 7Aug 7
by Kris AbdelmessihThe “grammar” of trading with SIG’s Todd SimkinSIG’s Todd Simkin went on Ted Seides’ Capital Allocators podcast recently. I’m biased but Todd’s interviews are some of the best you’ll…Aug 7Aug 7
by Kris AbdelmessihThe Gasoline of the InternetThe internet exposes us to a wide array of perspectives, beliefs, and behaviors that we might not encounter in our immediate, offline…Jul 14Jul 14