How to Manage the VIX Basis Risk in a Massive Sell Off Like March?

In this episode, we talk with Benn Eifert, the managing member and CIO of QVR. He was previously co-founder and co-portfolio manager of Mariner Coria in New York and the Wells Fargo proprietary trading desk, which became Overland Advisors. He holds a PhD in Economics from UC Berkeley. 

We talk about the history of the derivatives markets and the mixed impact of Dodd Frank legislation, why some derivatives buyers are price insensitive and the opportunities that creates, and then we really geeked out on three trading strategies using the VIX, dispersion trading and everyone’s favorite topic: European dividend futures. Underlying all of this is Benn’s unique way of looking at markets.

I hope you enjoyed this conversation as much as I did!