Midnight on the Market Momentum
Lily FrancusRandom musings about data and the market.
| Platform |  | Pricing | Freemium | Publishes | Weekly |
|---|---|---|---|---|---|
| Issues | 42 | Subscribers | Read | nopeitslily.substack.com |
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Latest Issues
Recent posts by this newsletter. Browse the email archive.
Risk frees and currencies: Part Three
In the prior posts, I argued that under a simple argument using a change of numeraire, we can back out a true risk-free rate in crypto, at least for proof-of-staking based currencies. This essentially relies on creating a temporary “currenc...
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 finance options markets, which seem to be having a moment:
Risk frees and currencies: Part 2
I have no idea when this will publish, because I’m always so lackluster at finishing things.
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 systematic trader, which I plan (at least the first iteration) to open source:
Authors
The writers behind this newsletter.
Quantitative memeticist. Created NOPE. Not investment advice. Come for comedy, stay for confirmation bias. Contact [email protected]
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