Edoardo Verpelli

quant trader

[Edoardo Verpelli @verpelli]

@bennpeifert When looking at implied correlation rather than implied vol gap it becomes a bit of a different story. Anyway, being short dispersion is a massive headache in your average day

[Edoardo Verpelli @verpelli]

@quantian1 Not enough locates

[Edoardo Verpelli @verpelli]

@bennpeifert Did you scratch?

[Edoardo Verpelli @verpelli]

@_SidVerma These are all traders not quants. They even have the boxes for brokers

[Edoardo Verpelli @verpelli]

@SystematicPeter The IV you are using is not pricing the median daily move, but prices also large single-day moves in events within the maturity you are looking at, like earnings. Because of this, is not fair to say "like vix but for stocks". You should use implied background vol (IV-events vol)

[Edoardo Verpelli @verpelli]

@christinaqi First one needs a army to work properly: IT infrastructure, data engineers to get him all the nice data, traders to sanity check what he does and execute/monitor strategies.

Second one is a one man army

[Edoardo Verpelli @verpelli]

@AltHistCody I'd say that's pretty good

[Edoardo Verpelli @verpelli]

@BadSocialisms The biggest takeaway from this map is that it's really stupid to visualize UN security council votes with a entire world map

[Edoardo Verpelli @verpelli]

@kareem_carr Would be nice to indicate differently the connections coming from fixing a parameter rather than a transformation of the variable

[Edoardo Verpelli @verpelli]

@inerati You sound like you are insufferable at family dinners

[Edoardo Verpelli @verpelli]

@MichaelAArouet One could also think they forced Italy to sell the low

[Edoardo Verpelli @verpelli]

@unusual_whales As opposed to hedge funds using telephones to trade equities?

[Edoardo Verpelli @verpelli]

@leadlagreport Do you have your money where your mouth is tho? Show us the shorts

[Edoardo Verpelli @verpelli]

@Fxhedgers Such a stupid graph. Cost of buying a x% Call is also at a very low level, because volatility is down. If you want to have an idea of relative cheapness of hedge against downside (skew), you need to plot Cost of x% Put/Cost of x% Call

[Edoardo Verpelli @verpelli]

@michaeljburryBC Nah man fuck your puts

[Edoardo Verpelli @verpelli]

@quantian1 sold

[Edoardo Verpelli @verpelli]

@quantian1 Trading dispersion on reverse weighted S&P would be so fun tho

[Edoardo Verpelli @verpelli]

@phillip_isola With that hypothesis space I can get to the same result with a for loop

[Edoardo Verpelli @verpelli]

@DmitryOpines Thanks for the extensive analysis! Looking forward to developments in the matter!

[Edoardo Verpelli @verpelli]

@Jack_Raines It's because the CEO stepped down man