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 AbdelmessihNarrating an option tradeI’ve been narrating my small GME trade this week through this substack and twitter.Jun 16Jun 16
by Kris AbdelmessihWhen it’s normal to have no idea what your returns areThe lingua franca of asset management regardless of strategy is returns. But this is not necessarily true in trading. In my own 21 years of…Jun 13Jun 13
by Kris AbdelmessihRiffing on Paywalls, Trading & OptionsGather round. Let’s just chop it up in no particular order.Jun 13Jun 13
by Kris AbdelmessihImpedance MismatchIn the notes I call The Essential Paul Graham I saved this passage:Jun 2Jun 2
by Kris Abdelmessiha birdie asked how to model a 1-day optionIt’s going to shock you to hear it, but I get emailed a lot of option questions. I’ve gotten some that are pages long with commentary…May 30May 30
by Kris AbdelmessihWeighting An Options Pair TradeAn option trader pinged me about a trade between a correlated pair of names whose IV ratio was trading at an extreme level compared to the…May 23May 23
by Kris AbdelmessihUsing Options BetterWhile a successful volatility trader’s edge is in discerning relative value between options, they are agnostic on the direction of the…May 16May 16
by Kris AbdelmessihIntroducing Free Moontower CalculatorsWe released a new suite of tools:May 14May 14