Podcast Episodes
Back to SearchRocky Fishman, Founder and CEO, Asym 500 LLC
Episode 130
Market prices are the outcome of a myriad of factors. Geopolitical developments, the economy, the regulatory landscape and the actions of Central Ban…
2 years, 7 months ago
Daniel Villalon, Global Co-Head of Portfolio Solutions, AQR Capital Management
Episode 129
As Global Co-head of Portfolio Solutions at AQR Capital Management, Dan Villalon is primarily engaged in helping the firm’s clients address constantl…
2 years, 8 months ago
Corey Hoffstein, CIO, Newfound Research
Episode 128
With an early passion for video games and teaching himself programming languages Q-Basic and C, Corey Hoffstein did not expect to ultimately wind up …
2 years, 8 months ago
Assessing Recent Dynamics in the World of Vol
Episode 127
Your host is back again, providing some thoughts and commentary on the recent period of low volatility in the equity market. With SVB and the debt ce…
2 years, 8 months ago
Black Scholes Turns 50
Episode 126
As we cue up some new guests for the Alpha Exchange, some reflections from your host on the Black Scholes model and its 50th anniversary. No model is…
2 years, 9 months ago
Amy Wu Silverman, Head of Equity Derivatives Strategy: RBC Capital Markets
Episode 125
In a world bubble for the Alpha Exchange podcast, the words vol, carry and convexity would be prominent. And in this episode, featuring Amy Wu Silver…
2 years, 10 months ago
Nitin Saksena, Head of US Equity Derivative Research, BofA Securities
Episode 124
There's always a bull market somewhere, and in today's climate of hyper short termism, both volume and commentary are thriving in the land of zero da…
2 years, 10 months ago
Roni Israelov, President and CIO: NDVR
Episode 123
The hedge that carries positively but delivers convex returns during a market panic is about as elusive as our lawmakers coming together in bipartisa…
2 years, 10 months ago
Dean Curnutt: Ten Handy Facts on Vol
Episode 122
Welcome to a special edition of the Alpha Exchange, one in which your host and guest are one and the same. Above all, our conversations on this podca…
2 years, 11 months ago
Libby Cantrill, Head of Public Policy: PIMCO
Episode 121
What has experience taught us about consequential market risk events? First, volatility in asset prices can materialize when a strongly held consensu…
2 years, 11 months ago