I've also found wide divergence in real world use vs the benchmarks . Claude has been consistently better for most serious work compared to the rest . 

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This is really interesting. Got any resources that discusses or explains this view of leverage? The series expansion for thinking about upfront investment vs future spend / revenue is a good one

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I still can't get over schwab feeling the need to send an email about investing vs sports betting

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Schiff vs. Satoshi: who wins?

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Just don’t skip on the tile work. Seriously. Like don’t be that guy with a shit tile job because it shows. I would still hire a good tile guy vs a short-tempered BIL who insists they can do it better for less.

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Yeah I have corporate access to the big ones and I’m consistently disappointed with Gemini. I don’t understand where the delta in benchmarks vs actual experience is coming from

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>>What exists now is a volatility-management regime, not a yield cap and not a price target. >>Yield rises reflect normalization, inflation expectations, and term premium. The BOJ’s JGB holdings lower net interest costs through rebate. Intermittent intervention ≠ YCC. >>Front-loading issuance affects supply, not the reaction function. And BOJ rollovers don’t pin yields either-they just maintain balance-sheet maturity while rebates keep Japan’s net interest cost low. Intermittent operations aren’t YCC; otherwise every central bank on Earth would be “doing YCC” by definition. >>Labeling all of that yield suppression is too broad to be useful. The post-2024 regime is a soft-guardrail system, not a cap. The current rise in JGB yields reflects normalization and term-premium returning, not a hidden peg.   > Front-loading issuance affects supply Which affects yields. They can easily drop issuance to lower levels. Due to inelastic demand from A&L matching, insurance companies, pensions, etc. yields would rapidly drop. >Intermittent operations aren’t YCC Yes it is. But I'm not even talking about intermittent operations which itself is a form a control to keep vigilantes in check, as the potential of intervention can be powerful. Simply having a balance sheet which rolls over into duration greater than outstanding drives down yields. The balance sheet like ours is so massive they can easily make adjustments to have yields wherever they want. >Labeling all of that yield suppression is too broad to be useful. Respectfully it's not too broad to be useful. Not recognizing that yields will stay in a range desired (unless they want the range higher) is what is not useful and very unproductive. Actually very misleading to investors who are not sophisticated enough to understand. It's wherever they want it. Just like yields in the US are YCC and roughly in the range the Fed and Treasury want it. >not a hidden peg. You're right, it's not so hidden de-pegging. The reality is that they have full control. If they *choose* not to that's because they have allowed it and are comfortable allowing it to rise due to inflation broadly becoming worse vs. the prior decade. But they can print or pull many levers to get yields down. u/JodoSzabo

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Is it determined by like the ratio of people buying calls vs buying puts? So massively more people had calls? Or is it about how accurate your price guess is?

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this is some low key big time bull vs bear candle action going on.

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lol , Google invented VS Code

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