lukestein’s avatarlukestein’s Twitter Archive—№ 582

  1. Just your friendly, regular reminder that standard deviation of daily (S&P 500) stock returns ≈ VIX÷16. (Ignores non-normality, autocorrelation, variance risk premium, √253 ≠ 16, etc.) @paulgp/1053015643941941248
    oh my god twitter doesn’t include alt text from images in their API