How to Balance Risk Management and Taking Enough Risk?

Today, we’re talking volatility with Kris Sidial, Chief Investment Officer at The Ambrus Group. His funds’ primary objective is to make outsized returns in the event of a market crash, and it therefore serves as a portfolio hedge for investors with heavily weighted long exposure.

Kris tells of his prop trading roots, before going on to explain the long vol trade and positioning to profit from tail risk events. He also speaks to the other side of the equation; generating absolute returns in the meantime, via active trading strategies.

There’s a lot to unpack here, but Kris does a tremendous job in explaining strategies and risk management approaches that’ll leave you with ideas to ponder.

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