Podcast Episodes
Back to SearchDominique Toublan, Head of US Credit Strategy, Barclays
Episode 190
While the SPX has enjoyed a banner year in 2024, a series of risk events have mattered, including the August 5th spike in the VIX and option pricing …
1 year, 4 months ago
20 Things to Do Before You Ask for a Price (Part 2)
Episode 189
We are back, with installment number 2 of “20 Things to Do Before You Ask for a Price”. It’s a to-do list for the equity derivatives salestrader who …
1 year, 4 months ago
20 Things to Do Before You Ask for a Price (Part 1)
Episode 188
I wanted to welcome you all to a new, 4-part series of the Alpha Exchange, “Twenty Things to Do Before You Ask for a Price”. In short, this is my th…
1 year, 4 months ago
Post Election Reflection (on Vol)
Episode 187
A resounding Trump win. A collapse in vol. Bitcoin “number go up”. And up. And up. The French Whale on Polymarket got paid. A star was born in Scott …
1 year, 4 months ago
Shailesh Gupta, Head of Structural Alpha, Simplify Asset Management
Episode 186
Of all the concepts focused on throughout the discussions hosted on the Alpha Exchange, the notion of “carry” is one of my favorites. In its most bas…
1 year, 4 months ago
Meb Faber, Founder and CEO, Cambria Investment Management
Episode 185
It was a pleasure to host a discussion with Meb Faber, the Founder and CEO of Cambria Asset Management. Our conversation begins with the question of …
1 year, 5 months ago
The DOTS (Discounting of Trump Success)
Episode 184
Is Trump in the price? Wall Street is asking this question. In this podcast, I walk through how the market prices implied volatility around the US El…
1 year, 5 months ago
Hedge When You Can, Not When You Have to
Episode 183
In this short podcast, I make the case for doing what doesn’t come naturally - taking defensive action when times are good. The first portion of the …
1 year, 5 months ago
The Opera of Option Prices
Episode 182
In China, the “vol shot” heard round the world occurred recently with the Chinese government throwing the kitchen sink at the economy and market, see…
1 year, 5 months ago
Option Prices are Singing
Episode 181
Option prices - by incorporating time (expiry) and distance (strike) - give us many more dimensions than a mere flat price like the SPX or a single s…
1 year, 5 months ago