The Derivative

Vol Curves and Vanna Charm with Cem Karsan

Oct 15, 2020
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Chapters
Transcript
Episode notes
1
Introduction
00:00 • 3min
2
The Handle of a Jam Croissant
03:09 • 2min
3
The Connection Between London, Turkey, Oklahoma, and Norway
04:44 • 2min
4
The Tiger Cubs
06:49 • 3min
5
The Rise and Fall of a Market Maker
09:45 • 4min
6
The Importance of Having a Good Market Maker
13:29 • 5min
7
The Importance of Seeing Flows
18:30 • 2min
8
The Importance of Front Running
20:12 • 2min
9
The Rise of Dealers in the Call Line
22:03 • 5min
10
The Effects of Spread Irons on the Market
26:50 • 3min
11
The Importance of Fixing Options
30:14 • 3min
12
The Importance of Skew in the Market
33:13 • 3min
13
The Effects of Vanna on Options Trading
35:45 • 6min
14
The Importance of Playing the Players More Than the Game
41:32 • 5min
15
The Predictive Power of Markets
46:54 • 4min
16
The Power of Gamma and Vol
51:08 • 2min
17
Agia's Trend Following Strategy
52:58 • 4min
18
The Future of Options Trading: A 24-Factor Model
57:16 • 2min
19
The Difference Between Momentum and Value
59:32 • 4min
20
The Fed's Elimination of Liquidity
01:03:47 • 5min
21
The Importance of Fiscal Policy in the Economy
01:08:52 • 4min
22
The Mechanism That Will Make the System More Fragile
01:13:03 • 3min
23
The Evolution of Event Vol
01:15:52 • 5min
24
The Importance of Convexity in Mixed Calls
01:20:37 • 2min
25
The Risk Reward of the Electoral College
01:22:53 • 4min
26
How to Trade Events Non-Events
01:26:24 • 3min
27
The Best Star Wars Characters
01:29:10 • 3min