will I finish a draft of the results of my thesis by tonight?
i'll bet above what i think is fair but if you're betting you'll need to trust me to be honest on the resolution, not gonna show detailed proof of work completed
tonight = before 7am in my timezone (14 hours after market)
draft = full sentences, graphs and tables, >5 pages double spaced, would be happy to show supervisor
i know the results, have an outline, have some graphs, will probably need to redo some for formatting. just fucking hate writing
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@brod those 30 days to expiry calibration graphs are really interesting! do you have any guesses as to why they look like they do?
@zsig yeah I think there’s two things happening, have done statistical tests of both:
1) bias towards 50% from time - if expiry is far away, opportunity cost biases against the more expensive side of the markets
2) ‘yes’ bias, ie prices are uniformly too high
so 1) creates the S-curve shape and 2) pushes it to the right. both effects work on the same direction for price < 50%, and mostly cancel out above price > 50%. means 0-50% outcomes are generally overpriced



