vinod vv

[vinod vv @raj_vv]

@sanjufunda Done

[Deepika Narayan Bhardwaj @DeepikaBhardwaj]

IT IS TIME TO COME TOGETHER
IT IS TIME TO SAY JUSTICE IS DUE
IT IS TIME TO WAKE UP LAW MAKERS
IT IS TIME TO UNITE AGAINST INJUSTICE

2 MONTHS SINCE ATUL'S SACRIFICE

LET'S RAISE OUR VOICE

DELHI | FEBRUARY 9 | SUNDAY | 12:30PM

Join us to be a Part : https://t.co/dZZEOvz2nf

[Rohan 🦆 @G3ni3sWish]

Scale your strategies only so much such that your utility function stays convex or linear
Scaling fails when traders don't realise the threshold at which their risk profile has changed
Quick way to check the curvature of your utility function: Jensen's inequality ✨

[vinod vv @raj_vv]

Modified AIC

[Lone Wolf Ratnakar @SadaaShree]

Anant Lakshman Kanhere was hanged to death on this date in 1910 for the asssasination of Collector Jackson in Nashik. He was just 18, one of the youngest martyrs in the history of the revolutionary movement.

It was in connection with this assasination, that Veer Savarkar was convicted, on the basis that he wrote an article Martyrs of Nashik prasing him.

[vinod vv @raj_vv]

@agrawal_dewang Congratulations Dewang ji

[vinod vv @raj_vv]

@bridalparadise Congratulations 💐

[Rohan 🦆 @G3ni3sWish]

Interpreting Option Skew:🧵
Let's first understand how volatility is measured using standard deviation (stdev).A stdev is a measure of how dispersed the data is in relation to the mean.Low stdev means data is clustered around the mean, and high stdev means data is more spread out

[Ralph Sueppel @macro_synergy]

"Measuring Volatility with the Relative Average Daily Range": "The Average Daily Range is simply the sum of the difference between High and Low prices over a certain lookback period divided by the number of periods." https://t.co/JPx2DFm4ia 🇺🇦

[vinod vv @raj_vv]

@agrawal_dewang Awesome 👌

[vinod vv @raj_vv]

@Tradeesimply @rohit_katwal @sanjufunda Sir your calculation is when vol is increasing during gap down which is generally true but not always, what about vol drops down. Please enlighten us what are all the methods u calculated. Hope u considering its calendar trade whatever vega u see in opstra I it's not weighted.

[vinod vv @raj_vv]

@rohit_katwal @sanjufunda Sir thank you for replying . U are well aware of the scenarios I'm talking about . I'm just novice trying to learn from all you experienced and renowned traders twitt. I'm sorry for bothering you Sir, Good night.

[vinod vv @raj_vv]

@rohit_katwal @sanjufunda What about gap up or gap down Sir . Hope u r considering all possible scenarios where delta can drastically change beyond any adjustment

[vinod vv @raj_vv]

@sanjufunda According to weighted vega , it seems to be neutral or little positive, but biggest challenge is to control delta.

[Entropy🌻Chase @EntropyChase]

1/2 Realized a paradox @bennpeifert @macrocephalopod. sinclair's thry for why IV is not uniform across moneyness - fat tails make OTM contracts more likely to pay off, more valuable.

But,payoff depends on moneynessAtExp, which depends on direction. dirctn can be hedged. so: is

[SanJeet @sanjufunda]

If you think the Greeks in option is unimportant, then you don't know the right Greeks.

[SanJeet @sanjufunda]

One man's theta is another man's gamma.

Buyer generally pay theta to get access to gamma.