Ludo

[Ludo @linuxpower_ludo]

@PalmBeachDave8 @QuantData Why you prefer trade spread vs IC ?

[Ludo @linuxpower_ludo]

@FlowbyBobby who is Athena ? 🤓

[GEX Edge @GEXEdgeIO]

the top 10 questions traders have about gamma. a thread 🧵

$SPY $SPX $QQQ

[Ludo @linuxpower_ludo]

@PalmBeachDave8 @QuantData @PalmBeachDave8 sometimes you loss or 100% succes ?

[Ludo @linuxpower_ludo]

@vighnaraj2022 @vighnaraj2022 do you use cvforge ? 😅

[Ludo @linuxpower_ludo]

@JoachimMo1985 45% crazy perf ! bravo.

[Ludo @linuxpower_ludo]

@vulturetrades PDF

[Ludo @linuxpower_ludo]

@FlowbyBobby Why the SPY nodes is so huge since 2 days ? 🫤

[Ludo @linuxpower_ludo]

@L1vsun it’s a different gex value of squeezemetrics ?

[Livsun @L1vsun]

retail has 10,000 indicators and still loses 80% of the time

quants have one number they pull every morning before touching anything else

it's called options skew - the gap between how much downside protection costs versus upside exposure on any liquid name

CBOE publishes it free, every 15 minutes, on every major ticker since 2004

when put vol runs 8+ points above call vol on SPY, institutional desks are paying premium to hedge hard - that's not noise, that's where money thinks risk actually is

backtested 2009 to 2024: when skew spikes 1.5 sigma above its 90-day baseline, SPY underperforms next 15 sessions 68% of the time

not predicting direction - reading where billion-dollar desks are quietly paying to protect themselves

size with kelly at 68% edge, enter short, exit in three weeks

retail spent years memorizing moving average crossovers

quants spent the same years reading a free number nobody told them existed

same market. completely different question

bookmark this

data was public the whole time, you just didn't know to look for it

[Ludo @linuxpower_ludo]

@Juan_Rodz25 Juan est ce que ta performance est en corrélation à la baisse même mineur du marché au mois de juillet ?

[Ludo @linuxpower_ludo]

@spotgamma how you track correctly the put skew ?

[Ludo @linuxpower_ludo]

@vighnaraj2022 great it's include in your services (https://t.co/ApdbwCPIuU) ?

[Ludo @linuxpower_ludo]

@vighnaraj2022 Oh thx @vighnaraj2022

[Ludo @linuxpower_ludo]

@vighnaraj2022 @ConvexValue Your AI model don’t you the probability of each scénario ?🤷‍♂️

[Ludo @linuxpower_ludo]

@Juan_Rodz25 Bravo Juan ! 🥳

[Ludo @linuxpower_ludo]

@TradeVolatility Yep not easy period 🤦‍♂️

[Ludo @linuxpower_ludo]

@ThalexGlobal work only on BTC ? or also SPX ?

[Ludo @linuxpower_ludo]

@quantbeckman nice project for vacation 😅😎

[Ludo @linuxpower_ludo]

@simon_immonetiz villeneuve d’ascq 😅😜