i was using implied volatilities on the black shoals model to trade options. And then, i would say about 19 86 or thereabouts, it went hinky. Unlike to day, where i could just get on the internet and find all the various academic work as to wyat wenhake. I had to go to the library and find a very obscure academic paper which basically was outlining my strategy that i had told nobody about. The minute it got published, that mechanical anomaly disappeared. It seems to me that, let's say we quadrupled the number of listeners to this particular episode of infinite loops, what i think i hear you saying is, even if we convinced 100
In this episode of Infinite Loops we spoke with Michael Green, Partner & Chief Strategist at Logica Capital Advisers. In a wide-ranging discussion that could have lasted the rest of the day, we covered:
- The passive narrative, and its impact on market structure.
- Vanguard and Blackrock’s lobbying efforts.
- Target Date Funds and their increasing dominance.
- COVID-19 and the government’s response.
- The power of language.
- Michael’s recent paper: Policy in a World of Pandemics, Social Media, and Passive Investing (linked below)
And much more. You can find Michael’s paper here: https://www.logicafunds.com/policy-in-a-world-of-pandemics