Exploring Overnight Premiums and Market Patterns

In our sixth episode, we’re joined by Peter Farac, author of Macro Is Dead.

Peter is a portfolio manager specializing in systematic macro funds. Peter has a strong institutional pedigree, having managed portfolios with billions of dollars in AUM. Peter brings an astonishing breadth of knowledge to the table, from secular macro frameworks to systematic quantitative derivatives strategy design.

If you’re trying to understand the interplay between secular macro dynamics and how they inform high-frequency alpha generation, this podcast is for you.