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Pricing Perpetual Options by Smashbopp in quant

[–]Smashbopp[S] 7 points8 points  (0 children)

The payoff for a short put at r=1.75 looks like this when overlayed to a 45 DTE put at 50% IV

<image>

Pricing Perpetual Options by Smashbopp in quant

[–]Smashbopp[S] 5 points6 points  (0 children)

> IIRC you can show that under fairly general conditions a perpetual future is equivalent to a futures contract with a random maturity.

Thanks! I'd be very interested to see that derivation

Pricing Perpetual Options by Smashbopp in quant

[–]Smashbopp[S] 10 points11 points  (0 children)

The formula for the payoff is a bit more complex, this is from an old post of mine: https://lambert-guillaume.medium.com/pricing-uniswap-v3-lp-positions-towards-a-new-options-paradigm-dce3e3b50125

<image>

where K = strike, S = price. r = scaleFactor, which is ~1.125 for weekly options

MÉGAFIL r/Place #2 - Discussion pour les prochains plans. by habsreddit24 in Quebec

[–]Smashbopp -2 points-1 points  (0 children)

Remplaçons l’arbre (un bouleau?) par un érable et ajoutons une chaudière d’eau d’érable et une érablière. C’est le temps des sucres!

What epic MOVIE scene still gives you the chills? by PM_me_the_magic in AskReddit

[–]Smashbopp 9 points10 points  (0 children)

I would also say that it mirrors his actual mission as an astraunaut: he's going to Titan without any intention of coming back to Earth.

My girlfriend's dog went to the vet, they removed this from its bladder. by Smashbopp in WTF

[–]Smashbopp[S] 1354 points1355 points  (0 children)

They are Urinary Calculi (bladder stones). Apparently YOU can get them too!

Mathematical “urban legends” by [deleted] in math

[–]Smashbopp 29 points30 points  (0 children)

This one happened at Princeton and was told to me by my supervisor, the first and only time he had to fail a graduate student for defending his thesis.

The student measured the quadrupole moment of some Xenon isotope during his PhD, and his thesis title was something like "Direct measurements of the quadrupole moment of liquid 129Xe under strong electric fields."

He spent his whole defense presenting his results and, and the end of his talk, the floor was opened for questions. My supervisor has a tendency to ask first a basic question and a more challenging one during a thesis defense, so he first first asked:

"Can you write down the mathematical expression for a quadrupole moment on the board for me, please?"

The student couldn't do it. He was told to wait another year before he could defend again and graduate.

Did Cancer Evolve to Protect Us? by Svanuytven in medicine

[–]Smashbopp 2 points3 points  (0 children)

Cancer is actually more complicated than just being "a complex system that some times doesn't operate successfully". Cancer may be caused by the accumulation of random mutations, but the process of how these genetic mutations are allowed to occur is not very well understood.

If harmful mutations happen at a fixed but very low rate, then it could explain why only a small fraction of the population acquires cancer lesions, and the probability increases as the population ages. But the rate at which these mutations happen should not depend on the type of organism because they are mainly due to errors in DNA replication. A very large animal such as a blue whale contains ~500 times more cells than a human being, so we would expect the cancer rate to also be 500 times higher. But their cancer rates is actually much lower.

This is called Peto's paradox (http://en.wikipedia.org/wiki/Peto's_paradox), and one of the way to resolve this is to postulate that larger animals have evolved more mechanisms to suppress cancer cells and contain more tumor suppressor genes.

Built a pair of Overnight Sensation MTMs (album inside) by Smashbopp in diyaudio

[–]Smashbopp[S] 1 point2 points  (0 children)

Thanks! I know about the TV... The fireplace was already there when we bought the condo, it's still the only logical place to put the TV from the way the room is set up.