We have a little saying over here on The Derivative, The More, The Merrier, and on this week’s episode of The Derivative, we’re not chatting with one guest, but THREE! Class may no longer be in session, but we are taking a trip down the SIG/Susquehanna memory lane and having our own class reunion with Kris Abdelmessih, Michael […]
Category: VIX and Volatility
08
Sep
2022
Nobody is prepared for a 2nd leg down, with Ari Bergmann of Penso Advisors
It’s not every day you get to sit down with a Volatility veteran with over 30 years of experience…..Well, maybe it’s a bit more common here on the Derivative than elsewhere, but we’ve got a special treat with Ari Bergmann(@AriBergmann) joining Jeff on this week’s Derivative episode. Listen in as they dive into where to […]
14
Jul
2022
Covering Calls and Charting Curves with Jay Soloff of Investors Alley
You may know this week’s guest as a Kansas City Chief and sometime Royals fan on Twitter, but he has more than one connection to Kansas City. Jay Soloff (@jsoloff), an options volatility analyst, former CBOE market maker, pirate, and seller of uncapped forward variance swaps, joins us this week to discuss covering calls and […]
23
Jun
2022
TIPS, Options & Rates. Increased Volatility environments with Nancy Davis
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, […]
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 […]
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 […]
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 […]
04
May
2022
VOLATILITY JEDI TRAINING IS TRULY NEVER DONE…
May the Fourth is a special day for Star Wars fans to unite worldwide and celebrate the franchise’s movies, series, video games, comics, and all other aspects of the iconic science fiction universe created in 1977 by filmmaker George Lucas. *cues the Star Wars anthem* One may not believe that Investing and Star Wars go […]
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 […]
10
Mar
2022
Vol Persistence, The Unholy Trinity of Risk, and the (100 yr) Dragon Portfolio for our 100th episode with Chris Cole
Picture this…Downtown Chicago…December 2019 B.C. (Before COVID)…The RCM crew is venturing out to a small studio ready to record the first episode of The Derivative, with no video or clue what we were doing! Who would have thought we would be crossing the 100th episode mark just two short years later!? And, we couldn’t celebrate […]
