Glossarylive

Quarterly SEC filing where institutions >$100M AUM disclose long US equity holdings (45-day lag).

Insider transaction filing — officers, directors and 10%+ owners must file within 2 business days.

Periodic Transaction Report — US Congress members disclose trades within 45 days under the STOCK Act.

Volume-Weighted Average Price — average price weighted by traded volume over a session.

Implied Volatility — option-market-implied future stdev of returns, annualized.

Rate of change of an option's delta with respect to underlying price.

Periodic payment between perp longs and shorts to anchor the perp to spot.

Total outstanding contracts in a derivative — opened minus closed.

Forced close of a leveraged position when margin falls below maintenance.

Excess return per unit of total volatility (annualized).

Excess return per unit of downside volatility only.

Worst peak-to-trough loss over a period.

Difference between expected fill price and actual fill price.

When short-term yields exceed long-term yields — historically precedes recessions.

Trading ahead of a known order to profit from its price impact (illegal in most cases).

Maximal Extractable Value — profit from reordering, inserting, or censoring blockchain transactions.

Capital from informed participants — insiders, institutions, large wallets — tracked for signal.

Total shares sold short divided by float — high values can precede squeezes.

Sensitivity of a security's returns to the market's returns.

Position-sizing formula maximizing long-run log growth: f = edge/odds.