Marco Avellaneda

Immigrant, mathematician, professor.

"Go big or go home"

[Marco Avellaneda @MAvellaneda55]

@joncoopertweets Sanctioned? Throw the book at him. Sick of #GOPHouseclowns already.

[Juan Serur @Juanser13]

Link a la presentación de nuestro trabajo "Statistical Clustering, Hierarchical PCA & Portfolio Management" en la 9th Annual Big Data Finance Conference

@MAvellaneda55
@irenealdridge @BigDataFinance

https://t.co/BscvZYbgK1

[Marco Avellaneda @MAvellaneda55]

Is NOT adjusting corporate salaries for inflation a good idea for the market?

[Marco Avellaneda @MAvellaneda55]

#Google will not adjust workers' pay for #inflation. Oh, yeah.
Oh, yeah.

[Marco Avellaneda @MAvellaneda55]

#iels me les cassent

https://t.co/AioPZgXq08

[Marco Avellaneda @MAvellaneda55]

Kids 5 to 11 are eligible for #Vaccine.
I want to know how many dad and moms will revolt. Also they should donate the vaccines to others that don't have their heads so deep in their sandbox.

[Marco Avellaneda @MAvellaneda55]

@Le_Figaro Ironique, peut-être, mais si vrai. Il semblr que nous, led humains, aimons nos fetes et habitude, n'est-ce pas?

[Marco Avellaneda @MAvellaneda55]

Mommy, Daddy, what is #CRT?

[Marco Avellaneda @MAvellaneda55]

@Juanser13 Valuaciones son son siempre en el mundo risk neutral. O sea forwards = martingales
De ahi sale una posible formula. (Log-contract, etc)
De una serie de precios de opciones sale la varianza implicita. Después hay que definir mientras bien los payoffs de los swaps.

[Marco Avellaneda @MAvellaneda55]

Interested in ETFs tracking futures?( You know you are..)

https://t.co/pp1jiuVQiF

[Marco Avellaneda @MAvellaneda55]

@MarcosCarreira Yes. Moreover the CME future's settlement is not necessarily the BTC market. There could be some issues like contango-bacwardation effects on the ETF as the futures curve develops.

[Marco Avellaneda @MAvellaneda55]

#Valkyrie bitcoin strategy tracks ***CME futures***. Do the latter represent the "real" BTC
market? It will be interesting to observe how the basis between "spot BTC and the CME contracts relates to prices of derivatives on crypto exchanges. How do #Binance futures & swaps?

[Marco Avellaneda @MAvellaneda55]

@QueOpinasCom ALGUIEN HA VISTO UN DOLAR?

[Marco Avellaneda @MAvellaneda55]

@SenSchumer More power to you Schumer. The country is getting tired of the ongoing GOP clowning. Same goes for Manchin (WV) and Sinema (AZ).

[Marco Avellaneda @MAvellaneda55]

Shades of Amracord by #Fellini. Life imitates art! ZIO, SCENDE!

[New York Post @nypost]

Queens man still in tree after climbing up two days ago to avoid arrests https://t.co/siDgYeq6if

[Marco Avellaneda @MAvellaneda55]

Bot $SPY at lunchtime. Just felt hungry...

[Marco Avellaneda @MAvellaneda55]

@diariodopoder E' o pais do futuro, meu!

[Marco Avellaneda @MAvellaneda55]

#Argentina no tiene para comprar #vacunas y ya sale a comprar aviones de caza por 600 palos. A Pakistan. Primero:ojo a las propinas. Segundo quien van a a bombardear???

[Marco Avellaneda @MAvellaneda55]

@RepBrianMast That your interpretation, which I respect. But shouldn't the previous administration be called on how they negotiated directly with the Taliban on US forces' withdrawal? Honored, sir.

[Marco Avellaneda @MAvellaneda55]

It looks like the map of the Old Confederacy