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Advanced Financial Reasoning
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Advanced Financial Reasoning

🔗The Meta Of Market Efficiency
 
Select posts:
  • Understanding Edge
  • The “No Easy Trades” Principle
  • Measurement Not Prediction
  • Investing Is Biology Not Physics
  • Dinosaur Markets
  • The Juicy Stuff Doesn’t Hit The Pit
  • The Paradox Of Provable Alpha
 
 
🔗The Risk and Math of Returns
Select posts:
  • The Volatility Drain
  • Path: How Compounding Alters Return Distributions
  • Where Does Convexity Come From?
  • Why Volatility Still Matters To Buy-And-Hold Investors
  • Solving A Compounding Riddle With Black-Scholes
  • From CAPM To Hedging
  • If You Make Money Every Day, You’re Not Maximizing
  • Is There Actually An Equity Premium Puzzle?
  • Examples Of Comparing Interest Rates With Different Compounding Intervals
  • Well What Did You “Expect”?
  • Geometric vs Arithmetic Mean In The Wild
  • Understanding Log Returns
  • The difficulty with shorting and inverse positions
 
🔗Portfolio Theory Is Not Intuitive
Select posts:
  • Your Portfolio Intuition Is Poor
  • Bet sizing Is Not Intuitive
  • Why You Don’t Get Paid For Diversifiable Risks
  • You Don’t See The Whole Picture
 
🔗Options and Volatility
Select posts:
  • How Options Confuse Directional Traders
  • Structuring Directional Option Trades
  • Using The TSLA Price Endgame To Understand Options
  • On Delta Hedging
  • Well What Did You “Expect”?
  • Using Log Returns And Volatility To Normalize Strike Distances
 
🔗Option Greeks
Select posts:
  • Lessons From The .50 Delta Option
  • Why Option Traders Focus On Vega
  • Finding Vol Convexity
  • Understanding Vega Risk
  • Moontower On Gamma