đThe Meta Of Market Efficiency Select posts:Understanding EdgeThe âNo Easy Tradesâ PrincipleMeasurement Not PredictionInvesting Is Biology Not PhysicsDinosaur MarketsThe Juicy Stuff Doesnât Hit The PitThe Paradox Of Provable AlphaThe Creep of Arbitrage Means Investing Is Mostly A Faith ExerciseNah...you just ain't seein' the ballMermaids, Fireflies, and the Bid-Ask SpreadThe progression of investment skill  đThe Risk and Math of ReturnsSelect posts:The Volatility DrainPath: How Compounding Alters Return DistributionsWhere Does Convexity Come From?Why Volatility Still Matters To Buy-And-Hold InvestorsSolving A Compounding Riddle With Black-ScholesFrom CAPM To HedgingIf You Make Money Every Day, Youâre Not MaximizingIs There Actually An Equity Premium Puzzle?Examples Of Comparing Interest Rates With Different Compounding IntervalsWell What Did You âExpectâ?Geometric vs Arithmetic Mean In The WildUnderstanding Log ReturnsThe difficulty with shorting and inverse positionsIntraday Breakout RiddleI Felt Bad For Picking My 3rd Grader OffA Simple Demonstration of Return Vs VolatilityThinking In N not TGetting Comfortable With Log Charts đPortfolio Theory Is Not IntuitiveSelect posts:Your Portfolio Intuition Is PoorBet sizing Is Not IntuitiveWhy You Donât Get Paid For Diversifiable RisksYou Donât See The Whole PictureGetting Paid To Flip Million Dollar Coins My grandma is $24.05 bid, stop embarrassing yourself  đOptions and VolatilitySelect posts:Straddles, Volatilities, and Win RatesHow Options Confuse Directional TradersStructuring Directional Option TradesUsing The TSLA Price Endgame To Understand OptionsOn Delta HedgingUnderstanding Implied ForwardsA Socratic Dissection Of An Option TradeWell What Did You âExpectâ?Using Log Returns And Volatility To Normalize Strike DistancesPractice Pricing Options By HandThe Snake Eyes OptionInsights From The Warrant Puzzle via Financial HackingFinancial Hacking: ETF vs Negative Oil FuturesUnderstanding Variance TimeWhat We Can Learn From Vertical SpreadsCovered Calls Are Still Just A Vol TradeShort Where She Lands, Long Where She AinâtUnderstanding Risk Neutral ProbabilityThe Intuition Behind The Black Scholes EquationThe MAD StraddleBridge of AssesâRenting A Straddleâa birdie asked how to model a 1-day optionBreakpointsRatioâdbuilding an option chain in your head (part 1)Options Riddle  đOption GreeksSelect posts:Lessons From The .50 Delta OptionWhy Option Traders Focus On VegaFinding Vol ConvexityUnderstanding Vega RiskMoontower On GammaA Visual Appreciation For Black-Scholes Delta