242: Kris Sidial - Volatility Shocks: Positioning for Convex Payouts

242: Kris Sidial - Volatility Shocks: Positioning for Convex Payouts

Today, we’re talking volatility with Kris Sidial, Chief Investment Officer at The Ambrus Group. His funds’ primary objective is to make outsized returns in the event of a market crash, and it therefore serves as a portfolio hedge for investors with heavily weighted long exposure. Kris tells of his prop trading roots, before going on to explain the long vol trade and positioning to profit from tail risk events. He also speaks to the other side of the equation; generating absolute returns in the meantime, via active trading strategies. There’s a lot to unpack here, but Kris does a tremendous job in explaining strategies and risk management approaches that’ll leave you with ideas to ponder. Learn more about your ad choices. Visit megaphone.fm/adchoices

Episoder(324)

100: Bao, @Modern_Rock – Overcome Adversity, Dominate a Niche, Become ‘the House’

100: Bao, @Modern_Rock – Overcome Adversity, Dominate a Niche, Become ‘the House’

My guest for this special milestone (being episode 100!) is someone who I’ve been attempting to bring on since before episode one was even released… Folks, I’d like to introduce you to Bao—or better k...

24 Nov 20161h 20min

Q1: Delaney Mackenzie – You Don’t Know How Wrong You Are

Q1: Delaney Mackenzie – You Don’t Know How Wrong You Are

The worst case in finance is when you think you’re right, but you’re actually wrong. This can be especially dangerous when you’ve used some methodology or statistics to justify a decision, but are una...

21 Nov 20161h 21min

099: Brynne Kelly – What Happens on a Merchant Trading Desk—with an Energy Veteran

099: Brynne Kelly – What Happens on a Merchant Trading Desk—with an Energy Veteran

My guest for this episode is Brynne Kelly; an electricity, natural gas, and crude oil trader who’s spent the majority of her career on merchant trading desks, for the likes of BP amongst others. She h...

17 Nov 20161h 16min

098: Peter To – How Successful Day Trading Can Fly in the Face of Conventional Wisdom—with a Former Poker Player and Ex-Prop Trader

098: Peter To – How Successful Day Trading Can Fly in the Face of Conventional Wisdom—with a Former Poker Player and Ex-Prop Trader

Before day trading equities, Peter To played a lot of online poker and did fairly well for himself. He then dabbled in markets as an investor, but was soon attracted to OTC stocks after discovering a ...

10 Nov 20161h 19min

097: Derek Wong – How to Think About Strategies Like a Quant and Diversify Like a Boss

097: Derek Wong – How to Think About Strategies Like a Quant and Diversify Like a Boss

On this episode, I have our very first guest from China; Derek Wong—he is the Director of Systematic Trading and Options at a private fund in Shanghai. Initially though, Derek got his start in the agr...

3 Nov 20161h 10min

096: Nico, @InefficientMrkt – An Eight Year Overnight Success Story, and a Thirst for Momentum

096: Nico, @InefficientMrkt – An Eight Year Overnight Success Story, and a Thirst for Momentum

Nico (@InefficientMrkt on Twitter) is a day trader with a thirst for momentum. He predominately trades low-priced stocks that have a tendency to move fast and far—and roughly 90% of his positions are ...

27 Okt 20161h 9min

095: Adrian, @AdeyF69 – Why it Pays to be Relentlessly Process Driven, and When Stats Count

095: Adrian, @AdeyF69 – Why it Pays to be Relentlessly Process Driven, and When Stats Count

For this episode, the trader who I had the opportunity to speak with, and who you’re about to hear from, is Adrian—or @AdeyF69 on Twitter. Adrian was a pro sailor for almost two decades, but for the p...

20 Okt 20161h 8min

094: Kenny Glick – Shady Tales From a Real-Life Boiler Room, and Things Profitable Traders Do

094: Kenny Glick – Shady Tales From a Real-Life Boiler Room, and Things Profitable Traders Do

My guest on this episode is a former-stand up comedian, turned questionable stockbroker, turned day trader—folks, I’d like you to meet, Kenny Glick. During the 90’s, Kenny went from the stages of come...

13 Okt 20161h 20min

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