Craig P

624

Independent Macro/Vol/Crypto/Quant/Fintech Nerd

Hi Seahyung, The short answer is I cannot really account for that via the public data I have access to (I think). Perhaps I should put more focus on the "estimated" aspect of these levels. ... (More)

Hi Michael, There has been a fair amount of research on gamma exposure recently and it does appear that volatility tends to increase when dealers are short gamma. Here is an excellent resea... (More)

Hi Ulrich, Thanks for you comment. Technically I can run my gamma models for anything with a liquid options market, including the Nasdaq, Russell, ect... I have played around with some othe... (More)

Hi Lisa,  Thanks for the response.  "Gamma – the potential delta-hedging of option positions – is one of the larger sources of non-fundamental economic activity in global markets. Market m... (More)

Hi Matt, Thanks for sharing this. I'm a bit short on time at the moment, so I will have to respond to your other comment later this weekend, but wanted to address this one really quick.  I... (More)

Any one can research Google Trends. Here is a link: https://trends.google.com/trends/?geo=US Mine are a bit more unique because I can plot them against stocks/crypto/macro ect... and play w... (More)

Sure! Nice find!Data_Source: Google/ Fred (More)