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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 c…

8 months, 2 weeks ago

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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…

9 months ago

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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 …

9 months, 2 weeks ago

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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,…

9 months, 2 weeks ago

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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 ple…

9 months, 2 weeks ago

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Mitchell Garfin, Co-Head of Leveraged Finance, BlackRock

Episode 215

With nearly three decades at BlackRock, Mitch Garfin brings a deep well of experience to his role as Co-head of Leveraged Finance, overseeing high yi…

9 months, 4 weeks ago

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Sayings on Vol and Risk...A Fresh Five

Episode 214

In 2024, I did a 5-part podcast series called “25 Sayings on Vol and Risk”.  These are observations I’ve found do a nice job of describing how market…

9 months, 4 weeks ago

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Benjamin Bowler, Managing Director and Global Head of Equity Derivatives Research at Bank of America

Episode 213

As Global Head of Equity Derivatives Research at Bank of America Merrill Lynch, Ben Bowler is helping the firm’s institutional client base understand…

10 months, 1 week ago

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Corey Hoffstein, CIO, Newfound Research

Episode 212

Corey Hoffstein, the Co-Founder and CIO of Newfound Research is among the investors expanding the financial product set available to the RIA communit…

11 months ago

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The VIXgilantes Strike Back

Episode 211

In six short trading days from 4/2 to 4/9, the SPX realized as much vol as it did during the ENTIRE year of 2024. The protracted risk-off that began …

11 months ago

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