The Quant / Financial Engineering Podcast Stock Options Perspective with Garrett DeSimone, PhD
Sep 13, 2023
Garrett DeSimone, Head of Quant Research at OptionMetrics, discusses various aspects of the Option environment including OptionMetrics, out of the money put, fat tails, long-dated options, and perspectives on the market. The discussion also touches on tail risk hedging, analytical tools for options-based research, and the use of Python and C++ in their work.
Chapters
Transcript
Episode notes
1 2 3 4 5
Introduction
00:00 • 3min
Regional Banking Sector Jitters and the Similarities to 2008
02:44 • 10min
Discussion on Products and Analytical Tools for Options-Based Research
12:32 • 2min
Views on Long-Dated Out of the Money Put Options and Tail Risk Hedging
14:08 • 5min
Perspective on Market, Options Metrics, and Machine Learning
19:11 • 4min