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

Decoding RenTec

George Coyle and I have collected and published what we believe are some of the most interesting takeaways from "The Man Who Solved the Market" - a great book about Jim Simons and Renaissance Technologies (RenTec) authored by Gregory Zuckerman. You can read about those takeaways HERE in part 1, and HERE in part [...]

By |2021-02-24T14:48:08+01:00January 17th, 2021|Blog Post|0 Comments
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