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How trend-following CTA’s (managed futures funds) make money It’s not exactly what you think if you aren’t involved in the day-to-day...

I recently made a comment on a post that was peddling the common, low-brow CTA Smile theory. Wait a second. Here's a picture of the AQR...

(G)ARCH: ( mandatory) basic knowledge (G)ARCH is short for Generalized Autoregressive Conditional Heteroskedasticity. It sounds...

0 DTE SPX Options: Not What You Think They Are!   These options have become very popular, especially in the retail trading space. Therein...

Regression analysis worthless? I'm not a huge fan of regression analysis, but in this case I think this has some "contextual value". The...

Equity Options are non-linear securities whose value is affected by 3-dimensions: price, volatility & time. Below is a visual of how...

It’s All Endogenous! It’s not random that George Soros & Stan Druckenmiller became the best Macro Fund managers to ever play the game....