Taming the Tails with LongTail Alpha’s Vineer Bhansali

Forget fat tails, left tails, even tall tales. We’re going into extracting value from long tails of the distribution on the pod in this episode. Vineer Bhansali is a 29-year industry veteran, previously at PIMCO, a Forbes columnist, author of four books on finance, and is currently the founder and CEO of longtail alpha. In today’s episode, we’re talking with Vineer about abstract physics = finance, what constitutes a tail event, negative yielding debt, identifying outlier risks, option-based trend following framework, bond temper tantrums, the start (& current work) of LongTail Alpha, is it the monetization is getting quicker = shorter lived or is it shorter lived = quicker monetization?, figuring out the known unknowns of market nature, and including asset prices in inflation.

Chapters:

00:00-02:23=Intro

02:24-17:33=Physics to Finance & Risky Recreation

17:34-35:06=Action in the Tails

35:07-42:09=Monetization

42:10-58:38=Negative Yield & Debt – How it Could End

58:39-01:12:06=Inflation Protection & Identifying Future Tail Events

01:12:07-01:01:18:23=Favorites

Follow along with Vineer on Twitter and check out LongTail Alpha’s strategies here.

Buy Vineer’s books here.

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