Options & Volatility – Presentation to Queen’s University

It's been my pleasure to give an introductory presentation/course on options and volatility to a select group of students at Queen's University. Download the slide deck here. Main discussion points: The basics: forward pricing theory, quanto vs. local forwards Alternatives to the Black-Scholes model Skew and term structure Put-Call Parity Sensitivities ("Greeks") The GME [...]

By |2021-04-29T11:14:39+02:00April 28th, 2021|Blog Post|0 Comments

Bitcoin and Ethereum Carbon Footprints – Part 2

As outlined in part 1 of this article, Bitcoin mining uses a lot of power, and because this power isn’t 100% renewable, Bitcoin has a carbon footprint. That’s a fact. A lot of the criticism that’s directed at Bitcoin is based on the assumption that it’s useless. A digital mirage which neither has substance [...]

By |2021-03-29T08:44:24+02:00March 28th, 2021|Blog Post|0 Comments

Bitcoin and Ethereum Carbon Footprints – Part 1

According to Digiconomist, Bitcoin’s (BTC) annual carbon footprint equals that of Switzerland (40 Mt CO2) because running its network is power-intensive, consuming approximately as much power as Finland requires in a single year (85 TWh). The numbers for Ethereum (ETH) are smaller (14 Mt CO2, which is about the same as the annual CO2 [...]

By |2021-03-28T21:44:43+02:00March 21st, 2021|Blog Post|0 Comments

Hodling Art or the Art of Hodling

Those of you who are long time subscribers already know. We like to talk about pieces of algorithmic art, such as the graphics on our website or our all-time favorite by Manolo Gamboa. And we like alternative asset classes. Not just since Janet Yellen promised to "act big" on financial easing at her nomination [...]

By |2021-03-19T18:52:22+01:00March 1st, 2021|Blog Post|0 Comments

No Need to Play Serve & Volley in the Markets

In (real) tennis you need to take almost every shot. If you don't return the ball, your opponent wins. However, even though you need to return the ball over the net, you don't have to go all-in with each and every shot. You can control the risk - sometimes you push, other times you [...]

By |2021-02-24T14:48:33+01:00February 20th, 2021|Blog Post|0 Comments

The Game of Poker – Part 3

Written by Antonio Catalano, edited by Moritz Seibert We recommend you read parts 1 and 2 before reading part 3. You can access part 1 HERE and part 2 HERE. Part 3 Success, failure, and gambling In life, "success" is not definable in a unique way. Success means different things to different people. That's [...]

By |2021-02-06T18:52:13+01:00January 11th, 2021|Blog Post|0 Comments

Takeaways From “The Man Who Solved the Market” – Part 2

Gregory Zuckerman's book "The man who solved the market" ranks high among our favorite trading books (other books which we like and recommend can be found here). George Coyle and I have collected what we believe are some of the most interesting passages and quotes from this book. Anyone who's remotely interested in RenTec [...]

By |2021-02-06T18:52:33+01:00January 4th, 2021|Blog Post|0 Comments
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