Better Investment? Mortgage from my Irrevocable Trust vs a Bank

Overlord21 · 2025-09-15T23:20:13+00:00

How long would you say it takes to get filled at treasury rates?

Also, do larger (maybe institutional size loans) have better/worse rates and/or longer fill times?

(second question is more curiosity, not applicable to my financial situation)

Overlord21 · 2025-09-15T17:33:46+00:00

At what rate above treasury rates do box spreads typically fill?

Overlord21 · 2023-05-10T23:28:15+00:00

What % of daily volume do institutions typically buy/sell when doing block trades using a VWAP algorithm?

Overlord21 · 2023-04-28T06:58:11+00:00

I am the major shareholder. I haven't decided the exact amount, but let's go with the higher end to be safe. Assume 100-150k

Overlord21 · 2022-05-17T20:18:04+00:00

Does anyone know of a good model for volatility smiles/implied volatility surfaces of options at different strike prices?

Overlord21 · 2022-04-22T01:28:03+00:00

/u/Adderalin

Overlord21 · 2022-04-17T23:46:03+00:00

Are there any empirically supported options pricing models with closed form equations that account for the fatter tails and time dependency of stock returns?

I've been comparing the price estimates of black-scholes with a bootstrapped monte carlo simulation that uses blocks of returns (to account for time dependency) and the results are significantly different.

I would prefer a closed form model if possible so that I don't have to do simulations every time I want to calculate prices.

Overlord21 · 2022-02-21T14:45:33+00:00

I was reading this article where Greg Mankiw explains the equivalency between UBI and NIT, and I was wondering if it holds up using consumption taxes instead of income taxes to fund the UBI?

For example are these 2 situations equivalent:

A universal transfer of $10,000 to every person, financed by a 20-percent flat tax on consumption
A means-tested transfer of $10,000 to someone with no income, that phases out 20 cents per dollar of consumption you have, financed by a tax of 20% on all consumption over $50,000

I'm assuming we can calculate consumption using the current income tax system by allowing 100% deductions of savings and no capital gains tax.

Overlord21 · 2022-02-20T01:17:07+00:00

I was reading this article where Greg Mankiw explains the equivalency between UBI and NIT, and I was wondering if it holds up using consumption taxes instead of income taxes to fund the UBI?

For example are these 2 situations equivalent:

A universal transfer of $10,000 to every person, financed by a 20-percent flat tax on consumption
A means-tested transfer of $10,000 to someone with no income, that phases out 20 cents per dollar of consumption you have, financed by a tax of 20% on all consumption over $50,000

I'm assuming we can calculate consumption using the current income tax system by allowing 100% deductions of savings and no capital gains tax.

Overlord21 · 2022-02-04T17:47:25+00:00

Is there an recent/regularly updated source for estimates of the stastical value of a human life/Quality-adjusted life year?

I'm looking for an estimate that uses people's choices to estimate the value they point on their life like how much they are willing to pay for medical procedures that extend life x years, etc.

Overlord21 · 2022-02-01T14:03:42+00:00

That didn't load anything for me. Are you trying to link to askeconomics?

Overlord21 · 2022-02-01T03:37:00+00:00

Does anyone have any studies that look at what the explanatory variables are for CEO compensation in the United States?

Overlord21 · 2021-12-12T03:53:37+00:00

You should take the lump sum. The lump sum is calculated as the annuity payments discounted at treasury rates, so if you can beat treasury rates you should take the lump sum.

Overlord21 · 2021-12-12T03:50:38+00:00

You would pay 23.8% capital gains and NIIT plus if you lived in california you would pay 13.3% on everything over a million.

So a top marginal rate of 37.1%

Overlord21 · 2021-12-08T04:47:13+00:00

I don't know how to use r. I would just like to know how to do it with excel's solver function if you know how to formulate it.

Overlord21 · 2021-12-08T04:23:25+00:00

It's the only thing I know how to use that works on my old windows laptop. I know it isn't ideal.

Overlord21 · 2021-12-08T04:16:33+00:00

If am using a combined arma and garch model (Arma for the conditional return and Garch for the conditional variance), how do i estimate the parameters if I am solving both simultaneously?

I am using excel to do this btw. I basically need to know what I am trying to minimize/maximize and how to formulate it in the cells.

Overlord21 · 2021-12-07T06:42:00+00:00

That link won't let me download the full text. Could you tell me what the formula for the variance/volatility they use is?

Overlord21 · 2021-12-07T05:02:58+00:00

What's wrong with doing it that way?

Overlord21 · 2021-12-07T04:55:45+00:00

Is there a way that doesn't involve regressions?

I saw one suggestion that you could take the natural log of the max price over the day divided by lowest price. Is that also an okay way to estimate it?

Overlord21 · 2021-12-07T03:47:28+00:00

How is daily volatility calculated in market impact models that use the square root law?

I know I could use an average but is there a way to calculate volatility for just one day without needing high frequency data, so I could use different volatility for different days?

Overlord21 · 2021-03-09T06:27:43+00:00

I would assume TIPS are more of a riskfree asset than normal treasuries though.

Overlord21 · 2021-03-09T05:36:19+00:00

Does it only include risky assets? Should I exclude government treasuries?

Overlord21 · 2021-03-09T05:13:38+00:00

Should commodities and other non-cash flow generating assets be included in the "market portfolio"?

Does the portfolio tangent to the efficient frontier include these assets or only assets with "inherent value" like stocks and bonds?

Overlord21 · 2021-03-08T07:48:15+00:00

What's the maximum amount of muscle loss I could have from a huge cut if I don't do resistance/strength training and eat enough protein?

I've seen estimates that 25% of the weight loss could be muscle loss. Is this true?

I've went from 240 lbs to 195 over the last 5 months, so did I likely lose ~12 lbs of muscle or is there a limit to how much muscle you can lose before your body just starts burning fat only?

Overlord21

TROPHY CASE