But more importantly HOW ARE YOU CELEBRATING??!!
*gestures at Bluesky*
*gestures at Bluesky*
Me: [gestures to audience]
Audience HOW BIG A JOKE IS IT?!
Me: [gestures to audience]
Audience HOW BIG A JOKE IS IT?!
The overlap isn’t large, but it exists.
The overlap isn’t large, but it exists.
I’m going as this for Halloween:
The obvious vulnerability to a spike in correlations!
In 2026, average 1M implied correlations are at the lows while single-stock implied vol is at the highs.
(based on data back to June 2014)