Kris Sidial🇺🇸 @Ksidiii
Co-CIO of Ambrus| (Focus: Exotic Derivatives/Volatility/ Tail risk hedging )| @penn guy (Not investment advice) ambrusgroup.com Follower of Christ ...New York Joined October 2013-
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The derivatives ecosystem has evolved rapidly over the last few years. One observation from the data is that the relative strength or weakness in index volatility typically correlates with the majority of dealer community positioning. In an era with hundreds of different models…
Be careful following anyone on this app. Every trader who has survived long enough knows that making price predictions is a joke, and that on a long enough timeline, people here will have varying levels of “hot hands.” If you stick around in markets long enough, you will see…
No criticism intended toward this individual. I’m sure he's a younger person trying to figure things out, as we all have at one point. Without delving into a robust framework for backtesting, which would include a slippage model, TCA model, and out-of-sample testing, heuristics…
No criticism intended toward this individual. I’m sure he's a younger person trying to figure things out, as we all have at one point. Without delving into a robust framework for backtesting, which would include a slippage model, TCA model, and out-of-sample testing, heuristics…
I think it's easy to put narratives into a box and tunnel vision ourselves into thinking that markets work in a binary fashion. However, the reality is that behavioral dynamics will always drive prices. For both of these companies, there was a bigger picture unfolding over the…
I think it's easy to put narratives into a box and tunnel vision ourselves into thinking that markets work in a binary fashion. However, the reality is that behavioral dynamics will always drive prices. For both of these companies, there was a bigger picture unfolding over the…
I’ve seen some drastic cave-outs in volatility over the years, but this one over the past 48 hours has truly been fascinating to watch. Large traders have come in with significant positions to unload May and June VX. Additionally, there's been increased openness to selling…
The sport of boxing seriously needs an overhaul. Garcia dismantled Haney throughout the entire fight: multiple knockdowns, numerous rounds where he stunned him, and several uncalled knockdowns. Yet, it's deemed acceptable for a judge to call the fight a draw. Until the very last…
The sport of boxing seriously needs an overhaul. Garcia dismantled Haney throughout the entire fight: multiple knockdowns, numerous rounds where he stunned him, and several uncalled knockdowns. Yet, it's deemed acceptable for a judge to call the fight a draw. Until the very last…
. @Opalesque has interviewed some really great managers over the years, from Izzy Englander to Julian Robertson and many others. It was very cool that we had the chance to sit with him and chat about Ambrus' carry-neutral tail risk strategy. m.youtube.com/watch?v=mqKQM4…
Took my melatonin so that I could get a good rest for my regular Friday 5am BJJ session. Now S&P is about 20bps away from me being forced to pull an all nighter…….😂
Today was a prime example of this: Market gapped up almost .50%, people started calling bottoms, and then it turned course and sold the entire day closing near the lows. Vol continues to carry well here in the high teens (for now).
Today was a prime example of this: Market gapped up almost .50%, people started calling bottoms, and then it turned course and sold the entire day closing near the lows. Vol continues to carry well here in the high teens (for now).
Short volatility often receives a bad reputation due to poor implementation by participants. However, there is nothing inherently wrong with risk-controlled, opportunistic volatility selling. The issue primarily lies in that most applications are passively driven, vol-agnostic,…
Short volatility often receives a bad reputation due to poor implementation by participants. However, there is nothing inherently wrong with risk-controlled, opportunistic volatility selling. The issue primarily lies in that most applications are passively driven, vol-agnostic,…
Zerohedge making money from writing puts and there’s still people fighting me on the narrative that the short vol trade is crowded……. What a time to be alive 😂😂😂
Zerohedge making money from writing puts and there’s still people fighting me on the narrative that the short vol trade is crowded……. What a time to be alive 😂😂😂
I know some people have capital market positions that will benefit from this. Just be sure not to cheer about this stuff, these are human lives, this is war and not something that should be celebrated.
I know some people have capital market positions that will benefit from this. Just be sure not to cheer about this stuff, these are human lives, this is war and not something that should be celebrated.
S&P realized vol , C-C & H-L compared to $VIX . Whether the market is overreacting on headline risk, or sentiment, the reality is, realized vol is actually moving higher outside of the price action we witnessed over the last four months.
We love educating investors on carry-neutral tail risk hedging. If you are interested in learning more, feel free to shoot us a message! ambrusgroup.com
We love educating investors on carry-neutral tail risk hedging. If you are interested in learning more, feel free to shoot us a message! ambrusgroup.com
Equity Vol is performing extremely well today. Paper coming in to buy /VX.
This is a tough pill for many to swallow. Whatever macro narrative you want to tell yourself doesn’t matter. If you go against price action long enough, you will go broke. In the end, as a trader, price is the only thing that matters.
This is a tough pill for many to swallow. Whatever macro narrative you want to tell yourself doesn’t matter. If you go against price action long enough, you will go broke. In the end, as a trader, price is the only thing that matters.
Lily @nope_its_lily
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Vol is non-reactive in this late-day, EOM mini sell-off.
@Ksidiii Hence making a note of weekly expected moves have helped me in my trading.
Be careful following anyone on this app. Every trader who has survived long enough knows that making price predictions is a joke, and that on a long enough timeline, people here will have varying levels of “hot hands.” If you stick around in markets long enough, you will see…
@Ksidiii @deus_trader Oh whoops, my “snarky” comment was about a different (anonymous) account. Kris’s quote tweet was as polite as those can get on this cursed site
It’s so over… we’re so back circle continues
@Ksidiii nobody loses money on a spreadsheet, or a python script.
@Ksidiii Would you teach a class about backtesting? Would love to learn!
@Ksidiii 🎯🎯🎯🎯🎯The slope of the equity curve in real trading is down!
@Ksidiii @AaronRentfrew Positioning, so crucial
@Ksidiii At the end of the day, it all comes down to price and price action.
@Ksidiii This is definitely a better narrative than the other narrative.
@Ksidiii Agreed 💯. x.com/musingtrader/s…
$TSLA: This is why you don't go all in short a company run by the greatest stock pumper of all time. Everyone who's been following me knows I've been short on and off for a long time but I had more of a straddle than an outright short before earnings. So much negativity was…
@Ksidiii Excellent summary ...Also known as "field position"
Well said
I think it's easy to put narratives into a box and tunnel vision ourselves into thinking that markets work in a binary fashion. However, the reality is that behavioral dynamics will always drive prices. For both of these companies, there was a bigger picture unfolding over the…