Pomelo Anthony

Not a robot

[Pomelo Anthony @taiyun_]

@OilCoIntern Promotion to customer

[Pomelo Anthony @taiyun_]

@usr_bin_roygbiv Hard to provide negative value as a greeter

[Pomelo Anthony @taiyun_]

@IlyaAbyzov Uh this is also about adverse selection

[Pomelo Anthony @taiyun_]

@antoniogm Inshallah

[Pomelo Anthony @taiyun_]

@tolstoybb 妳是台湾人吗

[Pomelo Anthony @taiyun_]

@bufordsharkley @ben_golub That makes sense for the land portion but not for development/upkeep

[Pomelo Anthony @taiyun_]

@TheStalwart @jonathanbier have any other crypto book recs?

[Pomelo Anthony @taiyun_]

@bennpeifert The color blue

[Pomelo Anthony @taiyun_]

@HarryTWalton Maximum recursion depth exceeded

[Pomelo Anthony @taiyun_]

@Bonecondor Investing: non-zero sum, +EV, risk aversion at larger amounts. Saving: minimal EV, minimal risk. Betting: zero-sum, zero EV, risk seeking at lower amounts

[Pomelo Anthony @taiyun_]

@_shoegayze W

[Pomelo Anthony @taiyun_]

@cblatts @SantiagoTobon @gusduncan You should turn this into a book

[Pomelo Anthony @taiyun_]

@NicCagePlotBot this actually sounds pretty good

[Pomelo Anthony @taiyun_]

@protestantwind Austria has a particular outlier..

[Pomelo Anthony @taiyun_]

@bennpeifert Wasn’t aware you were concerned with the vol at that fixed strike, if I’m understanding your definition

[Pomelo Anthony @taiyun_]

@bennpeifert By fixed strike I assume you mean the same initial strike; if you redraw the skew curve at a higher atm vol and lower spot (equity skew) or lower atm vol and higher spot, the implied fix strike vol will be higher either way so I suppose the cov sign depends on spot up or down

[Pomelo Anthony @taiyun_]

@investinvol @bennpeifert Someone else made that point; I was thinking of the underlying that you use to measure delta. If it’s stock and not a future expiring on or close to the expiry of the option (or some calculation of forward), the delta of the call minus put doesn’t have to equal 1.

[Pomelo Anthony @taiyun_]

@investinvol @bennpeifert stock instead of futures underlying

[Pomelo Anthony @taiyun_]

@bennpeifert 1) short wings in a short dated iron fly vs long wings in a long dated iron fly?
I feel like 2) is simpler in that it’s just long wings in an iron fly in a single expiry