In this week's episode David and Imran speak to Conrad Carvalho, Head of Trading at Oaktree and Lion, a proprietary trading and research firm specializing in crypto options. David gives his update on the latest macro developments over the last few weeks as we head into a week of key data from FOMC, Non-farm payrolls, and Mega-cap tech earnings. Imran and Conrad discuss the latest vol crush in crypto options and Conrad explains some of the approaches he uses to extract value from mis-pricings in the vol surface while running a market-neutral strategy. This is another great example of an equity derivatives professional with decades of experience finding the allure of crypto vol an opportunity to good to miss.
Crypto Options Unplugged