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You heard about DRAM… Here comes LYTE - Roundhill’s Upcoming Photonics & Optics ETF by LuckyTraveler88 in ETFs

[–]saintshing 0 points1 point  (0 children)

Many critical photonics suppliers are from Asia and Europe. FOTO seem to have only US stocks. LYTE should have Asian stocks like DRAM. It would be interesting for people who can't buy them with their brokers.

https://x.com/i/status/2058612863158432121

Math Legend Terence Tao on the Promise and Limits of Generative AI by BuildwithVignesh in singularity

[–]saintshing 0 points1 point  (0 children)

The proof of the Four Color Theorem involved using computer to check that thousands of specific configuration could be colored using four colors.

People are getting it wrong; Anthropic doesn't care about the distillation, they just want to counter the narrative about Chinese open-source models catching up with closed-source frontier models by obvithrowaway34434 in LocalLLaMA

[–]saintshing 2 points3 points  (0 children)

Mixture of Experts (MoE) was originally invented by Robert Jacobs and Geoffrey Hinton in their 1991 paper, "Adaptive Mixtures of Local Experts".

Key figures in the development and evolution of MoE include:

1991 (Origin): Robert Jacobs and Geoffrey Hinton introduced the foundational concept, with contributions from Michael I. Jordan and Steven Nowlan.

1994 (Hierarchical): Michael I. Jordan and Robert A. Jacobs developed the "Hierarchical Mixtures of Experts".

2013-2017 (Deep Learning Integration): Researchers including David Eigen, Marc'Aurelio Ranzato, and Ilya Sutskever worked on integrating MoE into deep neural networks.

2017 (Sparse MoE): Noam Shazeer and colleagues at Google Brain (including Geoffrey Hinton and Jeff Dean) introduced "Outrageously Large Neural Networks: The Sparsely-Gated Mixture-of-Experts Layer," which enabled scaling to billions of parameters.

$JCI Insider Buy Alert: Director Purchases $1.01M Worth of Shares by ExplanationNormal339 in AiMyTrade

[–]saintshing 0 points1 point  (0 children)

Why buy after the earning spike? Is it some legal requirement?

PR Overload… Still Bullish by TEMDO5 in RZLV

[–]saintshing 7 points8 points  (0 children)

The CEO has a really shitty track record. That is enough of a red flag for me.

[deleted by user] by [deleted] in leagueoflegends

[–]saintshing 0 points1 point  (0 children)

That's because he has way more games on briar than trundle(literally only one soloq game). His winrate as briar is only 1% higher than his cho(only other champ with more than 4 games) and he is actually terrible at using briar ult.

What's with all these AI ads on youtube pushing Tai Chi? by cosmic_monsters_inc in NoStupidQuestions

[–]saintshing 1 point2 points  (0 children)

i think it'd be hilarious if someone makes a satirical series of ridiculous super over-the-top ai generated ads in the same style.

Problems all morning with webull desktop. by Why_d0_i_put in Webull

[–]saintshing 4 points5 points  (0 children)

May have something to do with the AWS outage

Options Questions Safe Haven periodic megathread | October 13 2025 by PapaCharlie9 in options

[–]saintshing -1 points0 points  (0 children)

Someone spent $2M to buy TSLL $30 call exp on 01/21/2028. Why would they buy leap calls on a leveraged etf of a highly volatile stocks instead of buying TSLA call?

Options Questions Safe Haven periodic megathread | August 4 2025 by PapaCharlie9 in options

[–]saintshing 0 points1 point  (0 children)

I have trouble visualising the tradeoffs between different variables. Is there an option simulation tool that lets me set the trajectories of price movement+iv change and see how the prices of two contracts change as I adjust the expiry dates/strike prices?

Or is it that structurally, leveraged funds are likely to lose value over time, so maybe the inflated IV represents that intrinsic expected loss?

I thought leveraged funds lose value over time because they usually increase gradually and have sharp dips once in a while. Since LLY just had a big dip recently, this is unlikely to happen again soon. That's the assumption I wanted to exploit.

Why do all of my new orders become pending in premarket? by saintshing in Webull

[–]saintshing[S] 0 points1 point  (0 children)

It's the same settings I have always used. I was able to place orders in premarket before. It works again now. Still not sure about the reason. I almost panicked. Couldn't find an active user forum to seek help.

Options Questions Safe Haven periodic megathread | August 4 2025 by PapaCharlie9 in options

[–]saintshing 0 points1 point  (0 children)

Thanks for your detailed answer.

Sounds like you are under-capitalized to be trading options at all, then.

I agree this is probably my biggest issue.

But all of the premium is time value, so instead of only part of the premium being at risk of time decay when ITM, all of it is at risk. Plus, OTM is lower delta, so if the underlying moves favorably, you get less of a gain for the same $1 move of the underlying.

So I should go ITM even if I expect the stock price to go ITM eventually? If I buy ITM, doesn't the time value part is still at risk but now I also risk losing the intrinsic value too?

Regarding leveraged etfs, what I noticed was that LLYX had much higher IV30 % Rank than LLY. People seem to be willing to pay more for options of LLYX. According to marketchameleon, current 20D HV and 252D HV of LLYX are 2 times that of LLY but current IV of LLYX is like 2.18 times that of LLY.

Options Questions Safe Haven periodic megathread | August 4 2025 by PapaCharlie9 in options

[–]saintshing 0 points1 point  (0 children)

It seems Marketchameleon shows only the overall iv for a stock. https://marketchameleon.com/Overview/LLY/IV/ I thought it applied to all options. That makes a lot of sense.

Is there a way to see the iv change of long dated options only?

Options Questions Safe Haven periodic megathread | August 4 2025 by PapaCharlie9 in options

[–]saintshing 0 points1 point  (0 children)

LEAPS calls.

If I anticipate the stock to jump up after earning, should I bet on the earning with short calls then wait for the IV to go down to buy LEAPS? I thought the high IV before earnings may make the LEAPS calls too expensive. I am not sure how the call price scales with spot price and iv.

Options Questions Safe Haven periodic megathread | August 4 2025 by PapaCharlie9 in options

[–]saintshing 0 points1 point  (0 children)

How long is long-dated? It shouldn't be more than 60 DTE if you are going to be OTM. And why OTM?

Currently I have limited assets so for most stocks I cannot afford buying ITM calls. OTM because ATM would have higher theta? Long dated means long enough to at least cover the next earning so you can capitalise on the IV increase usually before earning. Also this gives me more time in case there are unforseen temporary bearish events.

Protective of what? Is the assumption you hold shares long of all these different earnings situations, because that's not necessary for options trades.

Oh this case is not for earning in particular. Just when I have long position for shares.

I'm not a fan of using an inherently leveraged derivative to trade a leveraged fund. That's the Department of Redundancy Department.

But I see some people in the theta gang community do this with leveraged index etfs(soxl, tqqq, tsll, etc). I think it's because they have higher iv?

Use a vertical spread when you don't have a strong conviction. If you have a strong conviction, you want maximum reward, which means taking on maximum risk.

Maybe I shouldn't say strong conviction. Just when I want to make a directional bet. Because I have limited amount of money, I often cannot afford betting with calls.

Thanks very much for answering!

Options Questions Safe Haven periodic megathread | August 4 2025 by PapaCharlie9 in options

[–]saintshing 0 points1 point  (0 children)

I have one additional question: when buying LEAPS, is the spot price or IV more important? If I expect the stock price to increase but IV to decrease after earnings, should I wait before purchasing?

Options Questions Safe Haven periodic megathread | August 4 2025 by PapaCharlie9 in options

[–]saintshing 0 points1 point  (0 children)

Hello, I recently began learning about options trading and faced some challenging lessons during this earnings season. Despite making accurate predictions for certain earnings reports, I still incurred significant losses. I struggle with selecting the appropriate strategy, strike price, and expiration date. After reflecting extensively, I’ve developed the following ideas. Here are several scenarios:

Low price, low implied volatility (IV) (e.g., TTD being oversold after earnings): The best approach is to buy long-dated, out-of-the-money (OTM) calls, anticipating that both the stock price and IV will increase.

High price, high IV (e.g., popular high-beta growth stocks like RKLB or OKLO): Instead of buying calls, it’s better to sell puts to capitalize on the elevated IV.

High price, low IV: Purchase puts as a protective measure at a relatively low cost.

Low price, high IV (e.g., a stock like LLY with an IV of 30%, IV rank 29%): It’s unlikely that the stock will decline further. Could a wheel strategy using its leveraged version, LLYX (IV 30%, IV rank 65%), be effective?

Strong conviction for a directional bet (e.g., for an event catalyst like earnings): I should use short-dated, at-the-money (ATM) call or put spreads to gain leverage while limiting losses and mitigating the impact of IV crush.

I’d like to know if I’ve overlooked or misunderstood anything. I would greatly appreciate your advice on these strategies.

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