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 […]
Category: Podcasts
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 […]
10
Jun
2021
Carefully Constructing a Cockroach (Portfolio) with Mutiny Funds Jason Buck and Taylor Pearson
Who in their right mind would name an investment strategy after cockroaches? Well, probably the guys who view themselves as staging a mutiny against traditional portfolio construction and the investment business = Jason Buck and Taylor Pearson of Mutiny Funds. We’re digging in deep with the two wunderkids in this episode on what exactly the […]
27
May
2021
Blame it on the Bossa Nova with New Market Wizard Tom Basso
How do you get included in a Market Wizards book? How do you get a whole Michael Covel book written about you? You move from charting markets on graph paper to point and figure charts to running systematic models on an IBM computer in 1980, to running $600mm plus via Trendstat. We’re talking Havalinas and […]
20
May
2021
WTF ^%$# is Happening With Crypto??
We’re talking with two ‘in the crypto weeds’ traders/asset managers, Ben and Gary, about crypto’s -30% one day drop, coinbase, the most surprising (& scariest) things about the recent crypto crash, size and action in futures, options, and non-futures, “what if” bitcoin had blown up, the right to a free market, bitcoin as beta?, new […]
14
May
2021
Allocating Assets and Attracting Allocators with Ted Seides
From actual capital allocator to branding his book and podcast “Capital Allocator,” Ted Seides has one of the biggest banks of knowledge in the capital allocation game. He’s a well-known author of two books, host of the podcast Capital Allocators, and in his “free time” invests his own money in some of the best and […]
04
May
2021
The Jedi of Volatility Trading
Happy May the 4th everyone. (&TLDR, we mashed up Star Wars and VolTwit in an infographic, see here) Simply hold CTRL to zoom in & zoom out That’s Happy Star Wars Day to those not in the know. As in ‘May the 4th be with You!’ If you’ve been following along with the Derivative […]
