The Fake Black Swan: Why Silver's 51% Rally Is "Just Another Tuesday"
Автор: Sharpe Two
Загружено: 2026-01-26
Просмотров: 9
Описание:
$SLV (+51%) vs. $BOIL (+100%): Which is the real Black Swan?
Most traders get this wrong. They assume Silver is the outlier because "Precious Metals don't move like that," while dismissing Nat Gas volatility as normal, especially when considering a leveraged ETF like BOIL.
The math tells a different story.
In this breakdown, we cover:
1. The Illusion of Returns: Why a 51% return can be "normal" while a 100% return is a statistical broken arrow.
2. The Visual Proof: Using Monte Carlo simulations to visualize the "Fake" outlier vs. the "Real" outlier.
3. The Options Trap: Why selling 135% Implied Volatility in $BOIL was a suicide mission (Gamma Risk & Skew).
Stop judging performance by percentage alone. Normalize by Volatility.
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