We jump back into some VIX and Volatility discussion with this week’s episode but also get to talk about trend following’s rise and fall (and rise again?) over the past decade. We’ve got Scot Billington, the co-founder and managing partner of Covenant Capital Mgmt., talking through his unique journey from futures broker to floor trader […]
Category: Hedge Funds
26
Aug
2021
Valuations….Are you F*&^ing Insane, with Howard Lindzon
Our guest this episode is surely not a stranger to our listeners, with his voice reaching far and wide via StockTwits, the Panic with Friends podcast, his ever-changing Twitter handle (currently Metaverse Lindzon) and his eponymous blog where he dishes on everything from stock picks to software to NFTs. Oh, and in his spare time, […]
03
Aug
2021
Asset Class Scoreboard: July 2021
More of the same for the asset class scoreboard in July, as US real estate, US stocks, and Commodities all led the way – further cementing their double digit returns for the year (and adding quite a bit to the inflation narrative making the rounds. The biggest surprise, perhaps, was bonds putting in a strong […]
22
Jul
2021
Teams of Options to Tackle the Tails with Jerry Haworth of 36 South
We’re excited to have one of the pioneers of options trading on this episode, Jerry Haworth – Founder and CIO of renowned option and tail risk firm 36 South. In this wide-ranging talk, we dive into Jerry’s roots in Zimbabwe, trading South African bonds, structuring derivatives, the point in his jazz career where talent and […]
15
Jul
2021
The Kaoboy of Convertible Arb with Michael Kao
We’ve said on this blog before that options are like playing 3D chess. Well then what does creating synthetic options via convertible bonds, equity positions, and bank debt play like?? Take a listen to this pod where we venture out of the futures/options space into credit, convertible bond, risk arb. Therefore, if you think you […]
12
Jul
2021
Asset Class Scoreboard – H1 2021
The Q2 numbers are in – and there’s just no stopping commodities, it seems, as they put in another three months of gains to lead all assets YTD as we hit halftime in this game of markets. Is this the inflation we’ve all been fearing for the past 40 years come to life? We put […]
08
Jul
2021
Engineering, Exponentials, Enigmas, and Equations with Breaking the Market’s Matt Hollerbach
What is it about engineers and seeing the world through a quant lens? We’ve talked to plenty of quants who have an engineering mindset; but this episode’s guest is an actual engineer – doing his mechanical engineering work by day and dishing on portfolio construction at night via his excellent Breaking the Market blog and […]
01
Jul
2021
The Kid who Kaptures Kurtosis with Kris Sidial of Ambrus Group
Our guest this episode has quickly become one of the must follows on FinTwit with his mixture of motivational messaging and market savvy. Kris Sidial is the Co-CIO of The Ambrus Group, a volatility arbitrage fund that focuses on statistical outliers in the U.S equity derivatives space. But he’s no kid, despite his bio touting […]
24
Jun
2021
Tis This Inflation Transitory with CME Group Economist Erik Norland
There’s a new word in the financial lexicon. Transitory. And it all has to do with whether recent moves higher in prices of everything from lumber to copper to labor are the first signs of 1970s type inflation, or….as the Fed believes, is just “transitory” and will work itself out once the pandemic is over. […]
17
Jun
2021
Sowing the Seeds of AI Strategies with Howard Siow of Taaffeite Capital Management
Artificial Intelligence is a hot topic in every walk of life, and perhaps no more so than in the world of hedge funds and alternative investments. Howard Siow, Founding Principal and CEO at Taaffeite Capital, joins The Derivative to discuss how AI is used in the hedge fund world, and how everyone wants AI to […]
