log☇︎
3700+ entries in 0.133s
mjr_: i can get <money> cheap here, and i can lend <money> for more there
mjr_: eh, its really just abstracting the currency and focusing on the market
mjr_: for example, if i borrow yen to lend out dollars (yen is low yield, dollar is higher) that is a classic example
mjr_: i think this is more similar to a Carry Trade, rather than an arbitrage
mjr_: true
mjr_: perhaps a bond of or something
mjr_: i would raise money to start market making aggresively
mjr_: well, if i come up with a strategy that works, and can mathematically be shown where exactly my risks are
mjr_: or a random walk
mjr_: its closer to a standard deviation
mjr_: its not just an average
mjr_: mp chooses not to hedge options, which is perfectly valid
mjr_: my calculations over the last year on a daily basis (365 data points) show a historical daily volatiltiy of 120
mjr_: i mean that is my goal, to figure out if there is something here, or not
mjr_: yeah
mjr_: but need to test a LOT before i try that
mjr_: and i think i can perhaps offer lower prices
mjr_: so i have been applying standard tools to these options
mjr_: an option is an option
mjr_: then i can/should treat it as such
mjr_: if it looks, acts, and sounds like a currency
mjr_: somewhat
mjr_: well...
mjr_: hahaha
mjr_: that was an oblique reference to a harry potter fan fiction (LOL) in which harry is curious about the arbitrage possiblity between wizard gold and gold on the spot market in the muggle world
mjr_: then i want to see how they compare against their "muggle" counterparts
mjr_: if they aren't magic
mjr_: and options pricing is sorcery
mjr_: concepts like theta, gamma and delta are irrelevant
mjr_: if yes, then i should ignore every mathematical model that the financial world has constructed
mjr_: my point is "are bitcoins magic?"
mjr_: lol with vol of 300, i guess it dwarfs everything else
mjr_: vwap being equal
mjr_: just cuz vwap is the same with 30 days left, i shouldn't pay the same as 1 day left
mjr_: because to me it doesn't seem like it is
mjr_: basically, i'll just come out and say it, is time decay built in
mjr_: i am saying, they are adjusted every day?
mjr_: does the bot, change them, or have they basically been static (what i am assuming)
mjr_: do the prices of the options adjust daily?
mjr_: now i have a question
mjr_: i think
mjr_: 100.00000888
mjr_: or is accepted to people who send in >100 btc with the last 3 digits set to 8
mjr_: but that is monthly and uses an auction symbol...i forget the details\
mjr_: mpbor or something like that
mjr_: hmmm....i think that the bond has a symbol too, but i can't remember what
mjr_: but i guess those are the three asset classes
mjr_: no worries
mjr_: i think we all went over the symbology last time mp changed it
mjr_: hence o.usd.c020T
mjr_: o signifies option
mjr_: hence x.idiff sep
mjr_: x signifies future
mjr_: s.mg
mjr_: s.bbet
mjr_: hence s.mpoe
mjr_: i think
mjr_: S in the context of mpex means Security i mean
mjr_: yes SDR's are a great example
mjr_: yes
mjr_: pay taxes?
mjr_: and sell his crop for bitcoin
mjr_: who could possibly buy seeds and fertilizer etc in bitcoin
mjr_: but a small "farmers market" farmer
mjr_: not a corporate farmer
mjr_: the person who could do this best is a farmer i think
mjr_: perhaps
mjr_: you know who could do it possibly?
mjr_: fuck the tax man lol
mjr_: which is not trivial but def possible
mjr_: hence my point about getting a complete business cycle to operate in btc
mjr_: yes
mjr_: and for the foreseable future
mjr_: i mean, if a bar COULD say, one jameson rocks is .05 bitcoin, now and tomorrow and next week
mjr_: i meant it is cool that someone is being a base
mjr_: ah perhaps true
mjr_: he has not changed registration cost except upwards and that was not related to fiat to btc rate
mjr_: not really...
mjr_: who has fixed his prices in btc terms
mjr_: with the exception of mircea_popescu
mjr_: so my purchasing power is dependant on that fiat reflection
mjr_: they are still denominating in US dollars
mjr_: well, my point is that as much as people tout the "acceptance" of bitcoin
mjr_: not trivial by any means
mjr_: if you could get a complete business cycle to work in bitcoin
mjr_: it depends
mjr_: well...
mjr_: but no one uses it as a unit of account
mjr_: hopefully that is short term
mjr_: it is fiat dependant now
mjr_: true
mjr_: <makes ghost sounds>
mjr_: in that it takes slightly less than 10 minutes
mjr_: TBH there is a slightly increased inflationary effect
mjr_: i always wonder why they think more coins will be produced
mjr_: lol
mjr_: they need coins
mjr_: coinbase is probably a buyer as well
mjr_: cuz they drive demand
mjr_: ie. they keep getting more and more bitcoins