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Self-Taught Quant (guest: Harel Jacobson)

The Market Huddle

CHAPTER

Introduction

This week we welcome to the show Harold Jacobson, quantitative portfolio manager and volatility specialist. We talk about how he got into the business, how he trades volatility, and why his brokers won't give him quotes on Mexico peso, South African Rand options anymore. Patrick tells us what we're all dying to know: Do the colors taste any different? This week in trading history, we go back to the IMF bailout of Russia and we end with the segments of no stupid questions and skin in the game. And folks, we might even drink some beers along the way. So stick around. We got a great show.

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