@bennpeifert Cool, thanks for the answer! Both threads have been very informative
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JohnGooti
376 posts
Thread on risk management in general and in derivatives relative value in particular, because this generated a lot of interesting discussion. (1/n)
Benn Eifert 🥷🏴☠️@bennpeifert
Good morning my loves, happy Saturday. Sorry I've been quiet, obviously been busy, but thought it'd be nice to give you all the details on the multi-strategy absolute return program that experienced the 28% drawdown this year. (1/n)
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@bennpeifert Hey ben, when you say volatility surface do you mean a 3D plot of strike price,IV, and DTE? And is it the vol surface for the equities you hold or the VIX vol surface?
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Slide risk with respect to the major risk markets affecting a portfolio is central. For example, moving equities up and down while shifting volatility surfaces in a variety of different ways (more or less vol response, more or less term structure inversion, etc).
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JohnGooti retweetledi
Today, we remember Charlie Kirk, who died of a fentanyl overdose a year ago.
That moment changed our country forever.
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JohnGooti retweetledi
I’m a little TPOT short and stout.
Here is my start up and here is my clout.
On an O-1 visa, hear me shout
When the Trump admin kicks me out.
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JohnGooti retweetledi
A million people have rightly dunked on this guy, & I don’t care, I’m going to do it too, bc these people should have their catastrophic and massively consequential failures in judgement shoved in their faces forever. Sometimes a dog doesn’t learn unless you rub it’s face in it.
Beff (e/acc)@beffjezos
Feeling robbed of my path to citizenship right now after grinding a PhD and contributing to foundational AI + computing technologies for the United States for the past ~ 10 years. Feels like robbing top and technologists like me of the opportunity to achieve the American Dream.
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@ShriekingWretch i refuse to believe that a country whose nation dish is "chips with gravy + cheese curds" has sophisticated enough taste buds to differentiate between coffee from american fast food joint a vs american fast food joint b
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canadians be like "[quote from mein kampf]" whenever tim hortons is brought up and then get something from tim hortons
Aaron 🇨🇦@canuck5551
Canadians be like “Tim Hortons kind of sucks” and then get something from Tim Hortons
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JohnGooti retweetledi
@SinghPanshul @mathandcobb Same boat, was surprised at how sad it made me
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@mathandcobb Ngl even though I’m very pro ai and their use in math idk why I felt a bit sad or depressed after the announcement yesterday. This kinda helps thanks
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If you are in math and you are depressed, you shouldn't be. The number of projects that I have in mind have tripled or quadrupled now that I can have access to LLM's to assist me on things I had given up before.
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JohnGooti retweetledi
I mean this sincerely, FUCK JON STEWART. Missed the juice of being in the public eye so he comes back to TDS and the first thing he does is shit all over Joe Biden. Eat the biggest bag of dicks possible, asshole.
Marco Foster@MarcoFoster_
Jon Stewart on Trump: “The day the electorate in this great nation we call home repudiates this putrid administration, the day that happens there will be a joyful noise from the bowels of this great country that will make Hungary’s repudiation of Orban look like an Amish Sabbath”
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@Timodc @long_shot_45 You definitely have not been reasonable on most issues.
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JohnGooti retweetledi
Strange outrage around this. If the gay lebanese PAC spent 35 million dollars attacking Massie i don’t think i’d be mad if he made a joke about Beirut Pride in the concession. Can’t smoke someone with a haymaker then cry foul when they kick you from the mat.
Acyn@Acyn
Massie: I would have come out sooner but I had to call my opponent to concede and it took a while to find him in Tel Aviv
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@LinkofSunshine @divumla The accuracy of prediction markets doesn’t reduce how disgusting they are at all
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@LegacyPathCA @nolin_francis They sell your order flow for payment and get you a worse price
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@FV_2323 @simsimmaaz QR codes are the only thing I’ll admit we need
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@simsimmaaz E-transfer all the way. But they do need to update it. QR codes, usernames, maybe even a dedicated app that connects all your bank accounts (with open banking launching this will be possible). Interac itself should refresh and launch credit cards too.
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You live in a country with one of the strongest and secure banking systems in the world and you want.......third party cash apps?
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Can you name one example of this happening?
Destiny | Steven Bonnell II@TheOmniLiberal
Every single time someone makes a space like this, it immediately gets infested by tankies and half the libs in the space will insist that it’s important to be inclusive and play nice with the tankies until they’ve destroyed the space.
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@AltcoinRambo @coolgeese @outofsight45 @sergstarbuster @marc_virtual @BjarturTomas Arizer’s are pretty good
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@coolgeese @outofsight45 @sergstarbuster @marc_virtual @BjarturTomas il only be using for the summer so want a cheaper one, any nearly as good please bro?
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the amazing thing about smoking is how safe inhaling smoke 20 times a day for many years is.
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This is the only anti-China posting I will accept. One-child was pretty dumb ngl
New Liberals 🇺🇦🇹🇼🌐@CNLiberalism
The Chinese will look at you with a straight face and say “we think in centuries” as they plunge into a demographic crisis caused by one-child policy
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@VirtualElena Curtis Yarvin looks like he always has cigarette breath
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Wonder the impact of this on Carney's approval
I haven't seen too many homeowners mad at the crash, but I don't exactly follow Canadian boomers
red pill rick@igetredpilled
Adjusted for inflation we’re down 28% - by far the biggest crash in Canada’s history.
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