Flirting with Models Hari Krishnan – Hedging a Commodity Bull Market (S7E4)
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Jan 8, 2024 Hari Krishnan, Head of Volatility Strategies at SCT Capital, explores developing a low carry hedge for a commodity bull market by understanding market positioning, price impacts, perishability, and seasonality. The podcast discusses depressed commodities, producers' incentives, return skewness, fundamental analysis, liquidity constraints, and low-cost, high-convexity strategies in futures and options markets.
Chapters
Transcript
Episode notes
1 2 3 4 5 6 7 8
Introduction
00:00 • 2min
Hedging a Commodity Bull Market
02:13 • 20min
Understanding Depressed Commodities and Their Characteristics
22:25 • 2min
Producers' Incentives and Grain Marketing Advisors
24:20 • 9min
The Tail of the Forgotten Commodity and Return Skewness
33:33 • 2min
Analysing Depressed Markets and Fundamental Drivers in a Quantitative Approach
35:41 • 2min
Liquidity Constraints in Commodity Options Market
38:03 • 12min
Low-Cost, High-Convexity Strategies in Futures and Options Markets
49:41 • 5min