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@korenmiklos It's great - but I wouldn't bet on it saving you a lot of tokens - the advisor still has to run along and observe everything.

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@KrisAbdelmessih Think I sold 2.20ish cotton synthetic :) that was a very weird day. You could feel a market breaking.. I was very keen to only sell on that day, felt like the sort day regulators would get interested in (and they did).

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@anders_murphy @AntLobach @htmx_org @DelaneyGillilan Super keen to read this blog post - I'm a couple of hours into the same exercise and can tell you've already done the work I was gonna kick off :)

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@Finumus1 2nd death should be cheaper (if you scan overall market etc) and makes more sense for the explicit aim of IHT management. Combine with a plan for how to shrink assets within your estate by the time you are 75/have less enjoyment of spending. Simplest plan I've seen.

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@lightspringfox Another one https://t.co/0zX8zC2Jjb

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@lightspringfox https://t.co/IzCyai3anY, https://t.co/3wvhA7dudu and https://t.co/2sPy3mjklW is a good start

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@ResearchVariant @bit_hedge @satoshiheist @fb_gravitysucks I figured as much - just added comment for completeness for other readers :)

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@ResearchVariant @bit_hedge @satoshiheist @fb_gravitysucks Buying 1x2 would be selling vol typically :) eg spot rips, vols go super bid, then buy the 1x2 put spread, get paid in a wide and juicy range for a later correction lower.

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@ResearchVariant @bit_hedge @satoshiheist @fb_gravitysucks Tight 1x2s that collect premo doesn't behave that differently to selling fewer (to match premo) of a single put with a strike between the strikes of the 1x2.

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@ResearchVariant @bit_hedge @satoshiheist @fb_gravitysucks A 38/36 1x2 is a pretty tight range (to me). I typically like buying 1x2s on rips where vols go super bid and you get a big range of downside for -zero cost (typically not short dated), and ideally I like the point where losses start as an entry level in a blood bath.

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@KrisAbdelmessih @sidprabhu The feedback loop of decision to outcome to new decision is v different. Surviving traders quickly need to figure out what they know, when they're wrong etc. In the Corp finance sphere the lag is huge in time and that decision outcome, knowing when you are wrong much harder.

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@KyleSamani @binance @solana On the other hand DeFi has an opportunity to innovate and test competing models of even more margin efficiency. Both on the product side (eg https://t.co/hNPPtG1nXp.) and cross collateralization.

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@KyleSamani @binance @solana As an options market maker in CeFi the margin efficiency of having many many open positions across strikes and tenors is great as the risk/margin engine understands all the risk offsets and (mostly) charge margin on net risk. Without these offsets bid/ask would be huge.

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@RobinWigg This book has an interesting take on the topic of using CBs to push green agendas - it's an enjoyable read that sparks some interesting thinking: https://t.co/F8E4eTK9eg

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@wtgowers Worked for Theresa May and Osborne - that's probably gives a similar treatment..

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@borkdude @VictorBjelkholm Do you prefer support via github, patron or OpenCollective? To you or to projects directly like this babashka link?

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@jonpither Oh - I'm too late: https://t.co/gKSXt2qBLy

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@jonpither On a roll! Looking forward to speculative queries next? :)

[Dan @d1rtydan]

“Imagine being Bill Gates right now”