Volatility Master

Using quantitative analysis to improve long-term stability of my personal portfolio. New to Twitter. Blog:

[Volatility Master @Vola_Master]

I wish everyone a peaceful and merry Christmas, and a good start into the new year. Hope everyone is doing well! Plot shows $GEX vs. next-day S&P 500 return. Dates of largest $DIX readings marked 🔴 (all-time) and 🟡 (pre-2022) for more 🎄. Data by @SqueezeMetrics (🍋)

[Volatility Master @Vola_Master]

@SqueezeMetrics What a time to be alive!

[Volatility Master @Vola_Master]

@TheStockGuyTV I appreciate them reaching out, and you helping a brother out! In this case it's simple maths (which people are afraid of trying themselves)

[Volatility Master @Vola_Master]

@TheStockGuyTV Does this mean we are in a GOAT-market rn? 🐐

[Volatility Master @Vola_Master]

@TheStockGuyTV Bull trap o7

[Volatility Master @Vola_Master]

@TheStockGuyTV We buy ze dip

[Volatility Master @Vola_Master]

@VolatilityVIX Classic roulette martingale: double your bet after each loss, reset vet amount after win. Chance to double 10000$ with 10$ bet size is on order of 1%. Much better odds when flipping a 50:50 coin (please dont)

[Volatility Master @Vola_Master]

@TheStockGuyTV When aipple?

[Volatility Master @Vola_Master]

@perfiliev 😂

[Volatility Master @Vola_Master]

@TheStockGuyTV Babe wake up, new earnings calendar on stockys stream just dropped

[Volatility Master @Vola_Master]

@TheStockGuyTV o7

[Volatility Master @Vola_Master]

@VolatilityVIX If you plot this in logarithmic y-axis scale, then equally long red/green bars will exactly cancel each other out (i.e. -50% and +100% in a row equals zero movement and the bars will have same length in logscale if that makes sense). 🤓

[Volatility Master @Vola_Master]

@ZeeContrarian1 You will learn a very hard lesson when you short at 30 and vix continues to 60 and far beyond. I hope you make some money know, and realize the threat before blowing up your portfolio.

[Volatility Master @Vola_Master]

@sdav1986 Mathematica enjoyers 🙌🏼

[Volatility Master @Vola_Master]

@VolatilityVIX Your mitsakes (if any) will be forgiven!

[Parrot Capital 🦜 @ParrotCapital]

@matt_levine has a beautiful way of explaining complex topics in easy-to-understand prose.

His take on #Coinbase $COIN is a bitting and a total bullseye 🎯.

Brian Armstrong is in over his head.

H/t: @investingnick

[Volatility Master @Vola_Master]

⚠️Note that this is not supposed to be a comprehensive strategy, but is used only as example for illustration purposes!⚠️

[Volatility Master @Vola_Master]

Took the liberty to back-test the strategy mentioned in @VolatilityVIX's most-recent blog post based on the Cash VIX Oscillator (CVO). Here is the result: 🧵1/3

[Volatility Master @Vola_Master]

Here the cited blog post over at VTS: https://t.co/17rgT046KQ