Jason Buck is back in this follow-up, Part II episode rehashing all the goings on at Global EQD '23, and he's continuing the conversation on equity market hedging, not to mention interest rate, currency, and more hedging – plus volatility markets and investment strategies with host Jeff Malec.
Jason and Jeff discuss what was discussed, including the influence of Fed policy, abnormally low volatility in equities, cross-asset volatility, and the relationship between skew and put options. Tune in to discover the risks associated with high-frequency trading (HFT) firms in the
zero-day-to-expiration market and gain insights into balance and risk
management.
Explore supply and demand dynamics, black swan events, and the perspective of market makers. Gain valuable knowledge on the interplay between institutional and retail traders, the importance of diversification in building portfolios, and the comparison between systematic and discretionary approaches to investing — SEND IT!
Chapters:
00:00-01:31=Intro
01:32-10:07= Leaders in Vol – Monetizing Vol, Skew vs puts & commodity Vol can’t be suppressed
10:08-26:00= The volume of ODTE options & when retail flow becomes toxic
26:01-32:55= Complexity, probability & path dependency: Building a resilient portfolio
32:56-48:43= Systematic vs discretionary, the importance of dispersion
48:44-58:54= Fixed income factors and a panel too short
In case you missed it: Check out Part I of this EQD Breakdown here!
Follow along on Twitter with Jason @jasoncbuck and @MutinyFunds for all updates and also check out the website mutinyfund.com for more information.
Don't forget to subscribe to The Derivative, follow us on Twitter at @rcmAlts and our host Jeff at @AttainCap2, or LinkedIn , and Facebook, and sign-up for our blog digest.
Disclaimer: This podcast is provided for informational purposes only and should not be relied upon as legal, business, or tax advice. All opinions expressed by podcast participants are solely their own opinions and do not necessarily reflect the opinions of RCM Alternatives, their affiliates, or companies featured. Due to industry regulations, participants on this podcast are instructed not to make specific trade recommendations, nor reference past or potential profits. And listeners are reminded that managed futures, commodity trading, and other alternative investments are complex and carry a risk of substantial losses. As such, they are not suitable for all investors. For more information, visit www.rcmalternatives.com/disclaimer
