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frolloos


Total Posts: 72
Joined: Dec 2007
 
Posted: 2019-03-18 10:42
To find enlightenment, follow the Noble Eightfold Path.

To hedge volatility swaps, follow the Path of Zero Vanna :)

https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3354408

NeroTulip


Total Posts: 1029
Joined: May 2004
 
Posted: 2019-03-19 11:58
I hope it leads near vanna. Finance jokes are the worst.

"Earth: some bacteria and basic life forms, no sign of intelligent life" (Message from a type III civilization probe sent to the solar system circa 2016)

frolloos


Total Posts: 72
Joined: Dec 2007
 
Posted: 2019-03-19 12:53
Yeah, it even exceeded my expectations actually. Going to be tough to beat this one.

Hope the content is better though.

ronin


Total Posts: 478
Joined: May 2006
 
Posted: 2019-03-19 12:55
No Vanna, no problem.

So mathematics teaches us that if you have problems, you must have Vanna.

"There is a SIX am?" -- Arthur

frolloos


Total Posts: 72
Joined: Dec 2007
 
Posted: 2019-03-19 13:05
Psychology = vanna scalping.
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