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Risk frees and currencies: Part Three
A method of calculating risk premia.
Lily Francus
Apr 16, 2022
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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…
Lily Francus
Apr 3, 2022
22
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Capital Inefficiency & DeFi Options
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Risk frees and currencies: Part 2
A hot, giant pool of money.
Lily Francus
Mar 18, 2022
12
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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. Mostly I’d reckon it has to do with the demands of my work, plus my current efforts to build a decent or crappy…
Lily Francus
Mar 3, 2022
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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…
Lily Francus
Jan 18, 2022
13
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Something is cooking: Crypto & DeFi Risk
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Of mice and men.
The internet hate machine is real. On the plus side, the internet was an amazing innovation of mankind, allowing anyone to have a platform. On the…
Lily Francus
Oct 20, 2021
27
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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…
Lily Francus
Oct 18, 2021
11
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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. I guess we could call this a primer…
Lily Francus
Oct 18, 2021
17
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Complicated option strategies and thinking about Greeks.
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Midnight on the Market Momentum
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Midnight on the Market Momentum
Random musings about data and the market.
By Lily Francus
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