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Risk frees and currencies: Part Three
A method of calculating risk premia.
Apr 16, 2022
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Lily Francus
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Risk frees and currencies: Part Three
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Capital Inefficiency & DeFi Options
It’s kind of natural, when you think about it, that the original options-poster would have some thoughts on the potentially promising decentralized…
Apr 3, 2022
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Lily Francus
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Midnight on the Market Momentum
Capital Inefficiency & DeFi Options
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Risk frees and currencies: Part 2
A hot, giant pool of money.
Mar 18, 2022
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Lily Francus
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Risk frees and currencies: Part 2
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Risk frees and currencies: Part 1
Hello friends, it’s been a while.
Mar 3, 2022
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Lily Francus
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Risk frees and currencies: Part 1
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Something is cooking: Crypto & DeFi Risk
This is a short not-a-post; I have a longer post coming out hopefully shortly which will first talk about stuff like Ponzinomics (aka we need to talk…
Jan 18, 2022
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Lily Francus
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Midnight on the Market Momentum
Something is cooking: Crypto & DeFi Risk
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Of mice and men.
The internet hate machine is real.
Oct 20, 2021
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Lily Francus
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Of mice and men.
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A brief devil's advocate to the SEC Report on Gamestop.
Only 9 months later, or a few seconds in government time, the SEC has released a long-awaited report on the causes of the 2021 Gamestop meme squeeze.
Oct 18, 2021
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Lily Francus
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A brief devil's advocate to the SEC Report on Gamestop.
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Complicated option strategies and thinking about Greeks.
Special thanks to Daniel Rock for reviewing this before publication and helping address some of my questions.
Oct 18, 2021
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Lily Francus
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Complicated option strategies and thinking about Greeks.
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Midnight on the Market Momentum
Random musings about data and the market.
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