lukestein’s Twitter Archive—№ 5,654

Wow (h/t @bennpeifert) At VIX≈13 daily swings of ±1% are ~1.2sd (caveats! @lukestein/1053021398963298306) w prob ~22% So this is roughly flipping pairs of coins and getting at least one tail 66 times in a row (Sorry; closed-form solns for streaks are ugly askamathematician.com/2010/07/q-whats-the-chance-of-getting-a-run-of-k-successes-in-n-bernoulli-trials-why-use-approximations-when-the-exact-answer-is-known/) @callieabost/1217915777485025280