The Derivative

The World of Equity Hedging, Part II with Jason Buck

Jul 13, 2023
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Episode notes
1
Introduction
00:00 • 3min
2
The Importance of Equity Vol in 2022
03:00 • 2min
3
The Negative Effects of SKU on Equity Vol
04:41 • 2min
4
The Pros and Cons of VIX Calls
06:59 • 2min
5
Zero DTE: The Mother of All Basis Risk
09:14 • 2min
6
The Balance of Market Maker Risk
11:12 • 2min
7
Zero DTE Options: The Best Tool Ever
13:05 • 3min
8
The Inverse Lines of the Zero Dt
15:58 • 3min
9
The Countervailing Forces of Margin Calls
18:47 • 3min
10
The Role of Retail in the Market Maker World
21:32 • 2min
11
What's Up With the Moss?
23:10 • 2min
12
Building Resilience in a Risky World
25:35 • 4min
13
The Dispersion of Complexity in the CTA Index
29:21 • 2min
14
The Importance of Understanding Compliance
31:04 • 2min
15
How Institutions Will Benefit From the Technology of Tomorrow
32:37 • 2min
16
The Dispersion of Single Name Options
34:26 • 3min
17
The Importance of the Host in a Conversation
37:16 • 2min
18
How to Automate Your Models for Scalability and Cost
39:16 • 2min
19
The Evolution of Trend Following Over the Last Decade
41:16 • 2min
20
The Importance of Hedging in Options Trading
42:48 • 2min
21
How to Reduce Execution Costs for Trend Followers
45:16 • 2min
22
The Importance of Trend Following
47:13 • 3min
23
Does the Rear Mirror See the Wall Ahead?
50:30 • 2min
24
The Timing of Vol Expansion
52:38 • 2min
25
The Importance of Conviction in Options
54:41 • 2min
26
The Future of Equity Derivatives
56:56 • 2min