@deltatrendtrading: Options-implied risk-neutral PDF for Bitcoin, with a time dimension. #finance #bitcoin #btc #trading #quant #quanttrading #quantitativetrading #quantfinance

Thomas
Thomas
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Wednesday 30 July 2025 18:42:04 GMT
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orikre
orikre :
Bro what did you study to know this?
2025-09-24 13:45:00
88
hellyeahsayer404
Hellyeahsayer404 :
its insane how much knowledge this guy has, put him in the blackrock board of directors already
2025-07-30 22:21:16
85
snprxbt
quantavious :
Make a tutorial on how to make stuff like ts it’s hella interesting
2025-07-30 18:51:33
456
user2307402851412
user2307402851412 :
Black Scholes is assuming risk neutral investors. This is not the case you have to adjust for the equity risk premium in equities and in something similar in crypto. Also in the smoothening of the breeden litzenberger is where a lot of mistakes happen
2025-07-31 11:40:47
19
muk_g80
muk :
Why would u use options rather than crypto perps?
2025-07-30 23:54:18
4
searingrenny
SearingRenny :
Acceleration basically.
2025-07-31 21:26:53
3
lekarrryyy
rkuro :
Wheres the chart 🤔
2025-07-31 00:19:50
2
frankunderwood559
Frank Underwood :
How do you compare this analysis to looking at GEX ?
2025-07-30 19:38:04
3
intelligentanabolism
intelligentanabolism :
How can i access this
2025-07-30 22:06:42
3
marksmantheonly
Marksman :
Anything but trading his own money 🥀🥀🥀🥀🥀🥀
2025-08-12 15:18:37
16
2chainns
2Chainss :
How do you make discretionary strategies automated and back tested over a longer period? Do you have a step by step guide?
2025-07-30 21:59:06
5
roncebeleka
ronce beleka :
ok but why have i never seen these geniuses in lambos and konigseggs
2025-10-01 20:28:11
2
user6682767524260
user6682767524260 :
What are you talking about? Black Scholes doesn't work it's documented in numerous quant papers.
2025-09-26 11:05:31
0
skewreturns
JMK :
love how the playing field is completely different between retail and institutional traders
2025-07-30 20:29:35
2
notmehaha901
Devil's Disciple :
Any book recommendations to learn all this stuff?
2025-07-31 13:38:01
4
callum_abl
CallumBL :
Why assume a symmetrical risk profile ie risk neutral with that your only allowed to earn the risk free rate in that environment which is an okay assumption but not super reflective in the real world. Assuming an asymmetrical risk profile with an expected return might yield a better model results.
2025-08-01 03:05:49
10
_aaronoid_
aaron.oid :
sounds like lots of complicated yap to me💀
2025-09-25 07:41:24
3
gigihabib00
Gigi Habib :
Lololol. It goes where Tether prints it if you get my point. Applying the rules of the stock market in the Ponzi market doesn't work.
2025-09-21 18:38:10
3
rowanh01
Rowan :
I'm confused on the use-case for this. Is the purpose to highlight peaks like the 8d 122.5k options which look out of place?
2025-07-30 21:58:00
1
gabrielbakk2020
Gabriel😴 :
What websited do u use to accses these graphs
2025-08-06 18:43:08
2
mrbigtimeceo
MrBigTimeCEO :
What’s ur LinkedIn Boss
2025-07-30 21:47:09
2
hedge_16363773
Inexplicable_determinism :
Why are you using black scholes vs some of the more respected models like barone adesi whaley and leisen reimer? Also, where are you getting the risk free rate and dividend rate?
2025-07-31 03:40:26
1
jlldavies
James Davies :
I think this misses the inflated Theta is overly high to compensate for inefficient portfolio risk on Deribit. Plus gamma adjust the out of the money MM adjust for liquidity risk.
2025-09-02 13:12:55
2
fabbripetal
Fabbri Arianna :
What’s the best way to invest here and keep making steady gains
2025-08-19 18:52:10
2
thebrilliantboy44
TheBrilliantBoy :
Or you just buy and hold, and stop playing with silly numbers that mean nothing
2025-09-26 09:35:12
3
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