
Michael Green: Evolving Market Structures and COVID-19 (EP.05)
Infinite Loops
00:00
Using Implied Volatilities on the Black Shoals Model
i was using implied volatilities on the black shoals model to trade options. And then, i would say about 19 86 or thereabouts, it went hinky. Unlike to day, where i could just get on the internet and find all the various academic work as to wyat wenhake. I had to go to the library and find a very obscure academic paper which basically was outlining my strategy that i had told nobody about. The minute it got published, that mechanical anomaly disappeared. It seems to me that, let's say we quadrupled the number of listeners to this particular episode of infinite loops, what i think i hear you saying is, even if we convinced 100
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