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A comment on Show HN: RandomCoin – A cryptocurrency that changes its price every second.

Re:Show HN: RandomCoin – A cryptocurrency that changes its p... by a9h74j on Friday January 28, 2022 @03:37PM (#30120012)
Related story: I was almost kicked out of a fintech interview in the late 1980's, when I mentioned that there was room to question Black-Sholes. I was thinking of an article I had read about "variance noise" in a scientific publication.

VIX is now a how many billion dollar industry? (Not that that defeats Black-Sholes.)

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Re:Show HN: RandomCoin – A cryptocurrency that changes its p... by vmception on Friday January 28, 2022 @07:49PM (#30122568)
Black-Scholes still is a dumb pricing model, I feel like an options pricing model should factor in the liquidity of the underlying asset and Black-Scholes and other pricing methods I have seen do not. Even though implied volatility is hand waiving away every variable not known, even that is not factoring in underlying liquidity.
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Re:Show HN: RandomCoin – A cryptocurrency that changes its p... by deepnotderp on Friday January 28, 2022 @04:20PM (#30120503)
Can you elaborate more? That sounds quite interesting!
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Re:Show HN: RandomCoin – A cryptocurrency that changes its p... by vba616 on Saturday January 29, 2022 @09:38PM (#30133313)
Did you predict LTCM would blow up?
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