This week’s guest may be new to Twitter (@nancy__davis), but she’s certainly not new to the wide world of volatility in all its wonderous “fruit” forms, including of course rates and fixed income volatility. In this Derivative episode, Jeff sits down with one of the “100 Most Influential Women in U.S. Finance,” Nancy Davis. Nancy, […]
Category: Podcasts
16
Jun
2022
It’s Not a Fed Put, it’s a Fed Short Call! And more inflation thoughts with StoneX’s Vincent Deluard
In this week’s episode, Jeff talks with StoneX’s Global Macro Strategist, Vincent Deluard @VincentDeluard, who authors weekly research reports on global macro trends, asset flows, European capital markets, and quantitative topics. We catch him literally right after the Fed hikes 75bps, and learn quickly that Lagarde was an accomplished synchronized swimmer and that having a […]
09
Jun
2022
Algorithmic Sports Betting, Trading Metals to Trending Commodities, & Crypto’s Future with Charlie McGarraugh of Blockchain.com
We’re taking flight and zooming over to the big bend for a cheerio chat with Charlie McGarraugh, an ex-midwesterner turned londonite. Charlie is the Chief Strategy Officer at Blockchain.com and has an impressive resume as a former mortgage-backed securities trader, head of metals at Goldman, founder of an algo sports betting company, and more. In […]
02
Jun
2022
What happens in Vegas…. Gets Dished on this Pod. Overheard at a Derivatives Conference, Part 1
Viva Las EQ Derivatives… This week Jeff journeys back to the Windy City from Sin City, where he is joined by a special guest, Mutiny’s very own Jason Buck @JasonMutiny. In this episode, they give essential insight into this unique conference for options traders, hedge funds, and insurers. They break down everything you need to […]
26
May
2022
Wine as an Asset Class: Demands, Dilemmas, & Distribution with Vinovest’s Anthony Zhang
You’re driving down the winding roads of Napa Valley, visiting the countless wineries, taking in the beautiful scenery, and enjoying the various pairings of meats, cheeses, and palate cleansers… But that’s not all that pairs well with wine. This week Anthony Zhang @anthony_j_zhang, an ambitious entrepreneur who created Vinovest, gives us the inside scoop on […]
19
May
2022
Vol Arb, Rates Vol, Dispersion, & Risk Premium. Part II with Noel Smith
We’re back for part two with Noel Smith @NoelConvex – where we dig into the types of options and volatility strategies, he employs for his Convex AM hedge fund. For the background on why he’s worth listening to on that front, listen to Part 1 about marketing making on the CBOE floor, Getco, and more […]
12
May
2022
Setting the Risk Parity Record Straight (it’s NOT just stocks/bonds) with Resolve’s Rodrigo Gordillo and Mike Philbrick
We’re talking with the purveyors of one of the best performing mutual funds thus far in 2022, the dynamically shifting asset allocator, RDMIX (past performance is not necessarily indicative of future results). It hasn’t all been rainbows and lollipops, however, for the ReSolve Asset Management Global team of Rodrigo Gordillo @RodGordilloP and Mike Philbrick @MikePhilbrick99, […]
05
May
2022
The Glory Days, Market Making & Trading Options at the CBOE with Noel Smith of Convex AM
This week, we’re painting the picture of what life on Chicago’s option trading floors was like at the CBOE…but there’s a catch — we put it all on the table and needed two episodes! Today’s guest came into asset management in a round-about way – trading his own money for decades before venturing into the […]
28
Apr
2022
Trend Following, Signal Deterioration, & Crypto Modelling With Quant Artur Sepp
This week, we’re adding another stamp to our Derivative passport and traveling to Zurich, Switzerland, as we talk to the Head of Systematic Solutions and Portfolio Construction at Sygnum Bank’s Asset Management, Artur Sepp @ArturSepp — who specializes in crypto-assets and decentralized finance. Artur has led quantitative research at systematic trend-following hedge fund Quantica Capital, focusing […]
21
Apr
2022
What’s New about the New -1x/+2x VIX ETFs SVIX and UVIX with Stuart Barton, Jim Carroll and Vance Harwood
A little over four years since 2018’s Volmageddon, and 2 years after TVIX got terminated – two new VIX ETF’s were recently launched – the 1x short VIX exposure SVIX and 2x long VIX exposure UVIX by VelocityShares. What’s different about them, how do they protect against another Feb of 2018 event. We’re going straight […]
