Podcast Episodes
Back to SearchODTE? No, OTTD!
Episode 180
The gamma and theta characteristics of ODTE are attached at the hip. But the zero day to expiration straddle on last Wednesday’s Fed day was no norma…
1 year, 6 months ago
Kris Abdelmessih, Co-Founder, Moontower AI
Episode 179
Most of the discussions on the Alpha Exchange podcast consist of guests sharing views on market risk and portfolio construction. To be sure that lead…
1 year, 6 months ago
Elections Have (Vol) Consequences
Episode 178
“Elections have consequences”. So said former US President Barack Obama. He probably didn’t have our trusty fear gauge, the VIX, in mind, but he may …
1 year, 6 months ago
Lessons from the Rowdy VIX
Episode 177
Three hundred odd years ago, Sir Isaac Newton told us that “no great discovery was ever made without a bold guess.” My sense is he didn’t have the or…
1 year, 6 months ago
Kathryn Rooney Vera, Chief Strategist, StoneX Group Inc.
Episode 176
Now the Chief Market Strategist at StoneX, Kathryn Rooney Vera comes from humble beginnings. As a teenager she cleaned houses in order to contribute …
1 year, 7 months ago
VIX Went Cray Cray
Episode 175
When an accident occurs, the insurance claims adjuster produces a report. What does said report tell us? The yen’s largely one way path lower took …
1 year, 7 months ago
Vineer Bhansali, Founder and CIO, LongTail Alpha
Episode 174
Vineer Bhansali was recently among a small group of athletes who achieved the unthinkable, a 135 mile run in scorching heat, wind gusts and rain, all…
1 year, 7 months ago
Oliver Brennan, FX Volatility Strategist, BNP Paribas
Episode 173
Even if very short-lived, market vol episodes as protracted as that of Monday August 5th, demand our attention. In seeking some understanding of the …
1 year, 7 months ago
Markets are Never Say Never
Episode 172
What a week in markets and one that should give us a lot to chew on with respect to how and why risk episodes materialize. There are certainly some c…
1 year, 7 months ago
Dan Greenhaus, Chief Strategist, Solus Alternative Asset Management LP
Episode 171
With deep roots on the sell-side, serving in strategist roles at both Miller Tabak and BTIG, Dan Greenhaus is now Chief Strategist at Solus Asset Man…
1 year, 7 months ago