@frontiere.bsky.social
FWIW the actual not-QE QE amount for this 1st month is $40B T-Bills + $14.4B MBS which is way above the most dovish / optimistic forecasts.
The RMP will run ample into Apr 15th historical low liquidity season.
www.newyorkfed.org/markets/dome...
The RMP will run ample into Apr 15th historical low liquidity season.
www.newyorkfed.org/markets/dome...
December 11, 2025 at 9:56 PM
FWIW the actual not-QE QE amount for this 1st month is $40B T-Bills + $14.4B MBS which is way above the most dovish / optimistic forecasts.
The RMP will run ample into Apr 15th historical low liquidity season.
www.newyorkfed.org/markets/dome...
The RMP will run ample into Apr 15th historical low liquidity season.
www.newyorkfed.org/markets/dome...
Maaaaan this uber invasive personal data collection and review seems the opposite of Govt toning down into the US World Cup.
(ESTA is for most developed countries EU, JP Austr etc)
www.govinfo.gov/content/pkg/...
Also cf PLTR i guess 🤢
bsky.app/profile/fron...
(ESTA is for most developed countries EU, JP Austr etc)
www.govinfo.gov/content/pkg/...
Also cf PLTR i guess 🤢
bsky.app/profile/fron...
December 10, 2025 at 2:49 PM
Maaaaan this uber invasive personal data collection and review seems the opposite of Govt toning down into the US World Cup.
(ESTA is for most developed countries EU, JP Austr etc)
www.govinfo.gov/content/pkg/...
Also cf PLTR i guess 🤢
bsky.app/profile/fron...
(ESTA is for most developed countries EU, JP Austr etc)
www.govinfo.gov/content/pkg/...
Also cf PLTR i guess 🤢
bsky.app/profile/fron...
US Military hooked on gambling?
December 1, 2025 at 12:19 PM
US Military hooked on gambling?
I’m queasy about markets too, and positioned as such, but bruh
November 28, 2025 at 3:31 PM
I’m queasy about markets too, and positioned as such, but bruh
Words are real but re calls for service members to refuse Unlawful orders
November 20, 2025 at 7:07 PM
Words are real but re calls for service members to refuse Unlawful orders
free alpha reminder that US equity vol VIX VX clusters ie upside in
long VX1 if VX1>VX2 w 2-day lag
and
short VX1 if VX1
h/t @moontower.bsky.social + Ceph + RobotJames x.com/krisabdelmes...
As of this post Nov>Dec but settles in am tmrw and Dec
![]()
long VX1 if VX1>VX2 w 2-day lag
and
short VX1 if VX1
h/t @moontower.bsky.social + Ceph + RobotJames x.com/krisabdelmes...
As of this post Nov>Dec but settles in am tmrw and Dec
November 19, 2025 at 12:36 AM
free alpha reminder that US equity vol VIX VX clusters ie upside in
long VX1 if VX1>VX2 w 2-day lag
and
short VX1 if VX1
h/t @moontower.bsky.social + Ceph + RobotJames x.com/krisabdelmes...
As of this post Nov>Dec but settles in am tmrw and Dec
long VX1 if VX1>VX2 w 2-day lag
and
short VX1 if VX1
h/t @moontower.bsky.social + Ceph + RobotJames x.com/krisabdelmes...
As of this post Nov>Dec but settles in am tmrw and Dec
Citrini’s latest macro missive makes a convincing, if not too obvious, case for chop / downside into mid Dec and then 🚀 bull
November 17, 2025 at 6:49 PM
Citrini’s latest macro missive makes a convincing, if not too obvious, case for chop / downside into mid Dec and then 🚀 bull
NB Nikkei as a AI/Spec tech heavy canary in the mine - NKVI in heavy backwardation and index NK EWJ overbought technically.
Maybe early Aug 2024 Nikkei scare to US equities scare repeat in Nov 2025?
Maybe early Aug 2024 Nikkei scare to US equities scare repeat in Nov 2025?
November 4, 2025 at 12:39 PM
NB Nikkei as a AI/Spec tech heavy canary in the mine - NKVI in heavy backwardation and index NK EWJ overbought technically.
Maybe early Aug 2024 Nikkei scare to US equities scare repeat in Nov 2025?
Maybe early Aug 2024 Nikkei scare to US equities scare repeat in Nov 2025?
Per CBOE as of 8 Sep 2025 cutoff, 62% of S&P 500 Index options volume is comprised of 0DTE contracts
50% of this activity comes from retail traders.
Net gamma resulting de minimis.
Mar-Apr tariff ‘crash’ showed prudent pullback in 0DTE activity.
So …yes but no.
storage.pardot.com/77532/174619...
50% of this activity comes from retail traders.
Net gamma resulting de minimis.
Mar-Apr tariff ‘crash’ showed prudent pullback in 0DTE activity.
So …yes but no.
storage.pardot.com/77532/174619...
October 29, 2025 at 3:57 PM
Per CBOE as of 8 Sep 2025 cutoff, 62% of S&P 500 Index options volume is comprised of 0DTE contracts
50% of this activity comes from retail traders.
Net gamma resulting de minimis.
Mar-Apr tariff ‘crash’ showed prudent pullback in 0DTE activity.
So …yes but no.
storage.pardot.com/77532/174619...
50% of this activity comes from retail traders.
Net gamma resulting de minimis.
Mar-Apr tariff ‘crash’ showed prudent pullback in 0DTE activity.
So …yes but no.
storage.pardot.com/77532/174619...
Found these charts by Nations handy. It’s calls + this week’s Vol mainly over puts and longer term. Probably Friday for a newly most bullish EOM with VX crush
October 29, 2025 at 3:25 PM
Found these charts by Nations handy. It’s calls + this week’s Vol mainly over puts and longer term. Probably Friday for a newly most bullish EOM with VX crush
Thanks for replying. How exactly do you gauge 0DTE “wiped out every day” last 14 days? Buyers or sellers? What delta? What time of entry?
Not saying wrong, just haven’t seen it on the metrics I watch.
Curious
Here’s one free dashboard as of 2025-10-18, h/t volvibes.substack.com/p/spx-atm-op...
Not saying wrong, just haven’t seen it on the metrics I watch.
Curious
Here’s one free dashboard as of 2025-10-18, h/t volvibes.substack.com/p/spx-atm-op...
October 27, 2025 at 1:42 PM
Thanks for replying. How exactly do you gauge 0DTE “wiped out every day” last 14 days? Buyers or sellers? What delta? What time of entry?
Not saying wrong, just haven’t seen it on the metrics I watch.
Curious
Here’s one free dashboard as of 2025-10-18, h/t volvibes.substack.com/p/spx-atm-op...
Not saying wrong, just haven’t seen it on the metrics I watch.
Curious
Here’s one free dashboard as of 2025-10-18, h/t volvibes.substack.com/p/spx-atm-op...
U must see this lol
October 21, 2025 at 1:23 PM
U must see this lol
･ *ﾟ
･ ﾟ*
･｡
*･｡
*.｡
｡･
°*. ﾟ
make it so
and make it so hard.
｡｡ ･
｡ ･ﾟ
｡°*.
｡*･｡
･ ﾟ*
･｡
*･｡
*.｡
｡･
°*. ﾟ
make it so
and make it so hard.
｡｡ ･
｡ ･ﾟ
｡°*.
｡*･｡
October 16, 2025 at 11:28 PM
･ *ﾟ
･ ﾟ*
･｡
*･｡
*.｡
｡･
°*. ﾟ
make it so
and make it so hard.
｡｡ ･
｡ ･ﾟ
｡°*.
｡*･｡
･ ﾟ*
･｡
*･｡
*.｡
｡･
°*. ﾟ
make it so
and make it so hard.
｡｡ ･
｡ ･ﾟ
｡°*.
｡*･｡
Doom comp for fun:
The “Marko Kolanovic gets vindicated” analog
(for lulz except if 0DTE breaks + DJT does not TACO again then serious)
bsky.app/profile/fron...
The “Marko Kolanovic gets vindicated” analog
(for lulz except if 0DTE breaks + DJT does not TACO again then serious)
bsky.app/profile/fron...
October 10, 2025 at 4:31 PM
Doom comp for fun:
The “Marko Kolanovic gets vindicated” analog
(for lulz except if 0DTE breaks + DJT does not TACO again then serious)
bsky.app/profile/fron...
The “Marko Kolanovic gets vindicated” analog
(for lulz except if 0DTE breaks + DJT does not TACO again then serious)
bsky.app/profile/fron...
Doom comp just for fun:
30 June 2008 MS initiating LEH Lehman Brothers with Overweight
😅
media.licdn.com/dms/document...
30 June 2008 MS initiating LEH Lehman Brothers with Overweight
😅
media.licdn.com/dms/document...
October 9, 2025 at 8:18 AM
Doom comp just for fun:
30 June 2008 MS initiating LEH Lehman Brothers with Overweight
😅
media.licdn.com/dms/document...
30 June 2008 MS initiating LEH Lehman Brothers with Overweight
😅
media.licdn.com/dms/document...
JEF = First Brands >700M exposure. Don’t know how much of >20% decline in Sep-Oct it explains. Maybe concerns that other bad assets exist show up.
Otherwise, had some chat around BDC / priv credit / HYG w specialists. See excerpt. TL;DR on watch but not systemic yet
www.ft.com/content/8d47...
Otherwise, had some chat around BDC / priv credit / HYG w specialists. See excerpt. TL;DR on watch but not systemic yet
www.ft.com/content/8d47...
October 8, 2025 at 11:19 PM
JEF = First Brands >700M exposure. Don’t know how much of >20% decline in Sep-Oct it explains. Maybe concerns that other bad assets exist show up.
Otherwise, had some chat around BDC / priv credit / HYG w specialists. See excerpt. TL;DR on watch but not systemic yet
www.ft.com/content/8d47...
Otherwise, had some chat around BDC / priv credit / HYG w specialists. See excerpt. TL;DR on watch but not systemic yet
www.ft.com/content/8d47...
this is it. This is the one
October 3, 2025 at 10:39 PM
this is it. This is the one
Dunno which side either of the posters is on, but it’s not the 1st time the US ruling party expressed big love for Vader
x.com/cmdropatlarg...
x.com/cmdropatlarg...
September 19, 2025 at 10:56 AM
Dunno which side either of the posters is on, but it’s not the 1st time the US ruling party expressed big love for Vader
x.com/cmdropatlarg...
x.com/cmdropatlarg...
Yes.
Slowly, then all at once. - Twain
1001 days in the life of the turkey. - Taleb
+ 4visuals from my other acc. Seem pertinent.
Slowly, then all at once. - Twain
1001 days in the life of the turkey. - Taleb
+ 4visuals from my other acc. Seem pertinent.
September 16, 2025 at 3:50 PM
Yes.
Slowly, then all at once. - Twain
1001 days in the life of the turkey. - Taleb
+ 4visuals from my other acc. Seem pertinent.
Slowly, then all at once. - Twain
1001 days in the life of the turkey. - Taleb
+ 4visuals from my other acc. Seem pertinent.
“He said what?”
September 12, 2025 at 4:02 PM
“He said what?”
US equities barely slipped down from ATH and already Sparticus’ interns are doing their best Michael Burry impression 😁
Heck I’m bearish as well but I wish it was so easy and broad
Long many single names in biotech but short indices and long Fed funds.
Heck I’m bearish as well but I wish it was so easy and broad
Long many single names in biotech but short indices and long Fed funds.
September 1, 2025 at 3:10 PM
US equities barely slipped down from ATH and already Sparticus’ interns are doing their best Michael Burry impression 😁
Heck I’m bearish as well but I wish it was so easy and broad
Long many single names in biotech but short indices and long Fed funds.
Heck I’m bearish as well but I wish it was so easy and broad
Long many single names in biotech but short indices and long Fed funds.
English
300
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