1 hr 2 min

Yep, She's Opening Up Option Eyes with NOPE It's Lily The Derivative

    • Investing

*We apologize for potential audio issues with this episode – please see the transcript HERE or go to the episode blog on rcmalts.com to download.*

NOPE - we’re not just going to be talking to our typical vol guest. NOPE – we’re not going over the usual trend following or strategy. NOPE we definitely (did) find today’s guest off of VolTwit. @nope_it’s_lily is Head Researcher at Salience Capital and the creator of NOPE (Net Options Pricing Effect), a proprietary metric used to measure the notional impact of options hedging on underlying liquidity. In addition to NOPE, we’re also talking with Lily about The Bay, PHDs, birth of NOPE from the market crash, Robinhood, GEX and squeezemetrics, bioinformatics and COVID-19, gamma, Salience Capital, and the future use cases for NOPE.



Chapters:

00:00-02:04=Intro

02:05-11:45=Grad School & the Vaccine Pirate

11:46-27:28=Launching NOPE & The NOPE measurement

27:29-41:09=NOPE Products / Salience Capital

41:10-49:02=Liquidity in the Markets

49:03-53:25=What's next?

53:26-01:02:21=Favorites



Follow along with Lily on Twitter and on her blog.

And last but not least, don't forget to subscribe to The Derivative, and follow us on Twitter, or LinkedIn, and Facebook, and sign-up for our blog digest.

Disclaimer: This podcast is provided for informational purposes only and should not be relied upon as legal, business, or tax advice. All opinions expressed by podcast participants are solely their own opinions and do not necessarily reflect the opinions of RCM Alternatives, their affiliates, or companies featured. Due to industry regulations, participants on this podcast are instructed not to make specific trade recommendations, nor reference past or potential profits. And listeners are reminded that managed futures, commodity trading, and other alternative investments are complex and carry a risk of substantial losses. As such, they are not suitable for all investors. For more information, visit www.rcmalternatives.com/disclaimer

*We apologize for potential audio issues with this episode – please see the transcript HERE or go to the episode blog on rcmalts.com to download.*

NOPE - we’re not just going to be talking to our typical vol guest. NOPE – we’re not going over the usual trend following or strategy. NOPE we definitely (did) find today’s guest off of VolTwit. @nope_it’s_lily is Head Researcher at Salience Capital and the creator of NOPE (Net Options Pricing Effect), a proprietary metric used to measure the notional impact of options hedging on underlying liquidity. In addition to NOPE, we’re also talking with Lily about The Bay, PHDs, birth of NOPE from the market crash, Robinhood, GEX and squeezemetrics, bioinformatics and COVID-19, gamma, Salience Capital, and the future use cases for NOPE.



Chapters:

00:00-02:04=Intro

02:05-11:45=Grad School & the Vaccine Pirate

11:46-27:28=Launching NOPE & The NOPE measurement

27:29-41:09=NOPE Products / Salience Capital

41:10-49:02=Liquidity in the Markets

49:03-53:25=What's next?

53:26-01:02:21=Favorites



Follow along with Lily on Twitter and on her blog.

And last but not least, don't forget to subscribe to The Derivative, and follow us on Twitter, or LinkedIn, and Facebook, and sign-up for our blog digest.

Disclaimer: This podcast is provided for informational purposes only and should not be relied upon as legal, business, or tax advice. All opinions expressed by podcast participants are solely their own opinions and do not necessarily reflect the opinions of RCM Alternatives, their affiliates, or companies featured. Due to industry regulations, participants on this podcast are instructed not to make specific trade recommendations, nor reference past or potential profits. And listeners are reminded that managed futures, commodity trading, and other alternative investments are complex and carry a risk of substantial losses. As such, they are not suitable for all investors. For more information, visit www.rcmalternatives.com/disclaimer

1 hr 2 min