EN English
ENEnglish (UK) ENEnglish (IN) DEDeutsch FRFrançais ESEspañol ITItaliano PLPolski SVSvenska TRTürkçe RUРусский PTPortuguês IDBahasa Indonesia MSBahasa Melayu THภาษาไทย VITiếng Việt JA日本語 KO한국어 ZH简体中文 ZH繁體中文 ARالعربية HEעברית
TradingView
Ticker Trading Ideas Educational Ideas Scripts People
Profile Profile Settings Account and Billing My Support Tickets Contact Support Ideas Published Followers Following Sign Out Go PRO Go PRO 30-day Free Trial Go PRO Early
WACC

Volatility Monetisation (Convertible Bond Arbitrage)

Volatility S&P 500 Index (TVC:VIX)  
WACC  
TVC:VIX   Volatility S&P 500 Index
Beyond Technical Analysis Wave Analysis Harmonic Patterns convertible bonds arbitrage volitility VIX CBOE Volatility Index XIV BTCUSD BTC SPDR S&P 500 ETF (SPY)
150 views
13
150 2
beyondta waveanalysis harmonicpatterns convertible bonds arbitrage volitility vix xiv btcusd btc spy
https://www3.nd.edu/~zda/TeachingNote_Co...

This is a very basic explanation. Can be applied to TSLA convertibles or any others fitting desirable criteria.

Monetised vol., yield and income generation can result in hypothetical annual returns above 6% without prime broker leverage.
Comment: Visualisation of Delta http://i.magaimg.net/img/3maq.png

Related Ideas

WACC
Bitcoin: CBOE Block Trades Detected
WACC about BTCUSD 32
WACC
RISK ARB OPPORTUNITY: SKY BUYOUT
WACC about SKY
WACC
MMs, Dealers, Institutions and Predictability of Retail
WACC about VIX 13
qdoc
lovely
+2 Reply
WACC qdoc
@qdoc, I feel like this is stuff you aren't supposed to share with retail "traders" hmm :)
+1 Reply
Community & Tools
House Rules Moderators People Chat Stock Screener Forex Screener Crypto Screener Economic Calendar
For Business
Website & Broker Solutions Widgets Charting Library Trading Terminal Brokerage Integration Advertising Referral Program Content Streams & RSS
Support
Contact Support Status Page Blog Feature Request Security Vulnerability Help & Wiki FAQ Contacts
About
How It Works Features Pricing Press Wall of Love Terms of Use Risk Warning Privacy Policy Cookies Policy
© 2019 TradingView
Stock Charts & Forex Charts
Made with
From the creators of MultiCharts
Select market data provided by ICE Data services
EN English
EN English (UK)
EN English (IN)
DE Deutsch
FR Français
ES Español
IT Italiano
PL Polski
SV Svenska
TR Türkçe
RU Русский
PT Português
ID Bahasa Indonesia
MS Bahasa Melayu
TH ภาษาไทย
VI Tiếng Việt
JA 日本語
KO 한국어
ZH 简体中文
ZH 繁體中文
AR العربية
HE עברית
Home Stock Screener Forex Screener Crypto Screener Economic Calendar How It Works Chart Features House Rules Moderators Website & Broker Solutions Widgets Stock Charting Library Feature Request Blog & News FAQ Help & Wiki Twitter
Profile Profile Settings Account and Billing My Support Tickets Contact Support Ideas Published Followers Following Private Messages Chat Sign Out
Go PRO Go PRO 30-day Free Trial Go PRO Early