Podcast Episodes
Back to SearchRoR: Reflections on Risk
Episode 225
In this discussion, I share my thoughts on the backdrop for both SPX realized and implied volatility, as I explore the question of whether there is value in optionality. We have 3 things going in ter…
Published on 2 months, 3 weeks ago
Ken Rogoff, Professor of Economics, Harvard and Former Chief Economist, IMF
Episode 224
On this episode of the Alpha Exchange, I had the pleasure of reconnecting with Ken Rogoff, Professor of Economics at Harvard and former Chief Economist at the IMF. In our conversation, we explore the…
Published on 3 months, 1 week ago
Kris Kumar, Founder and CIO, Goose Hollow Capital
Episode 223
It was a pleasure to welcome Kris Kumar, founder and CIO of Goose Hollow Capital, back to the Alpha Exchange. Kris presents a compelling argument that traditional economic frameworks centered on cons…
Published on 3 months, 2 weeks ago
Rainy Day Insurance Amidst the Sunshine
Episode 222
As the summer winds down, and there’s so little daily motion in the SPX, the realized vol spike of April feels further in the rear view. I often suggest that periods of calm in the market can cloud o…
Published on 3 months, 2 weeks ago
Ben Hunt, Co-Founder, CIO and President, Perscient
Episode 221
On this episode of the Alpha Exchange, I was joined by Ben Hunt, Co-founder and CIO of Perscient. Ben has built his career around one powerful idea: that the stories we tell—whether in politics, mark…
Published on 3 months, 3 weeks ago
Distributions have Consequences
Episode 220
On my mind is correlation. There are plenty of financial market correlations, both implied and realized. In equities, we talk a good deal about the correlation implied by the relationship between S&P…
Published on 4 months, 3 weeks ago
Benn Eifert, Founder and CIO, QVR Advisors
Episode 219
The clearing price of optionality in the market is impacted by a myriad of factors. To be sure, the economy and corporate profit cycle, the stance of monetary policy and geopolitical risk all matter.…
Published on 5 months, 1 week ago
John Marshall, Head of Derivatives Research, Goldman Sachs
Episode 218
It was a pleasure to welcome John Marshall, Head of Derivatives Research at Goldman Sachs, to the Alpha Exchange. Our conversation explores a number of critical topics starting with the meaningful gr…
Published on 5 months, 3 weeks ago
Sayings on Vol and Risk...A Fresh 10
Episode 217
Greetings and salutations loyal listeners, welcome to what promises to be another exciting addition to our Sayings on Vol and Risk. To set the table, last year, I did a 5-part series with 25 Sayings.…
Published on 5 months, 3 weeks ago
Dan Villalon, Global Co-Head of Portfolio Solutions, AQR Capital Management
Episode 216
Today’s world of ETFs and mutual funds increasingly features new flavors, a popular one of which is derived from embedding optionality. There are plenty of ways in which one might contemplate risk ma…
Published on 5 months, 3 weeks ago