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OnlyFund ( top 0.01% on Bloomberg IB)
3.7K posts
OnlyFund ( top 0.01% on Bloomberg IB)
@OneHotCode1
Mercenary at your local Multistrat hedge fund. HF recruiters' wet dream... In between gardening leaves. “Vega hurts, gamma kills” - Lehman's floor (circa 2003)
NYC/LON Katılım Mart 2022
412 Takip Edilen8.7K Takipçiler
@sanskarimata If so many people made the same point I guess there is some truth in that
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@OneHotCode1 You’re the 9362761st person to have made this tweet, but sure dunk on burry
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Michael Burry predicted 10 of the last 1 bubbles
First Squawk@FirstSquawk
MICHAEL BURRY WARNS TODAY’S MARKET FEELS LIKE THE FINAL MONTHS OF THE 1999-2000 DOT-COM BUBBLE, SAYING STOCKS ARE NO LONGER REACTING LOGICALLY TO ECONOMIC DATA
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Summer is here, so got myself a summer swag
OnlyFund ( top 0.01% on Bloomberg IB)@OneHotCode1
The new addition to my swag collection just arrived
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@tleilax___ This is a nice-to-have solution for solving implied vol but hardly a closed-form solution in the sense that you can plug inputs and get implied vol...
Using bisection u can get to the precise answer with about 3-4 iterations, which is pretty fast using today's processors
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Wolfgang Schadner, a Swiss quant, found the closed formula for the direct inversion of Black & Scholes option implied volatility !
Everyone has been using root search for ~50 years and his formula is fast.
More elegant result, as no boundaries or starting value are required. You still need somewhat of a root search in the inverse Gaussian quantile, or use a smart approximation ;)
Then it is down to single digit microseconds.
w-schadner.com
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@Emily_660 London, Paris, Madrid... Shall I continue?
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@anistotle_ would never slander compliance, they are doing god's work keeping us within the FCA boundaries
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You know what they call short vol convexity in Paris? the call it Royale FUCK (with cheese)...
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@Markusinjail never really understood the hype around Jain tbh
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@OneHotCode1 a walk back from massively overhyped failure
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2025 - running a hedge fund
2026 - running a multi-asset pod at MLP
Nice...
Nishant Kumar@nishantkumar07
Less than two years after launching his multistrategy hedge fund, industry veteran Bobby Jain has concluded that collaboration — not competition — is his best shot at survival in a world already owned by the likes of Millennium Management and Citadel. bloomberg.com/news/articles/…
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Andurand waiting for oil to bounce back be like...
GIF
zerohedge@zerohedge
LOL *ANDURAND LOST 52% IN APRIL FIRST HALF AS CEASEFIRE HURT OIL BET Brilliant idea: take oil, lever it up 5x, do nothing else and call it a commodity hedge fund. Oh wait, idea is taken
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@STIR_Trader_ he's one tweet away from opening a substack and selling a newsletter
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I’d say there is a 90% chance this account is not real.
محمدباقر قالیباف | MB Ghalibaf@mb_ghalibaf
Vibe-trading digital oil is like vibe-hedging in treasuries during Hormuz risk-off. Both share one house of cards that works on paper. Difference: oil at least has Dated Brent. Treasuries? Vibes all the way down. EUCRBRDT Index GP <GO>
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@moreproteinbars I hear you... FX has been far less crazy and had so many WTF moments
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@OneHotCode1 😘 it’s been fun but also wanted to and want to kill myself modeling every day.
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Commodities vol PMs who went long energy vol into March be like...
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