The Market Huddle

Self-Taught Quant (guest: Harel Jacobson)

Jul 16, 2021

02:25:29

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Highlights

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Episode notes

The Bond Market Is Really Good

01:52

How to Generate Volatility Surface Models

03:53

The Norwegian Crown vs the Swedish One

01:40

Introduction

2min

Count Truculant - The Number One Thing to Watch Next Week

2min

The Sizzling Grizzly Interview With Harold Jacobson

4min

I Don't Know Anything About Derivatives Market Options

2min

Is This What I Want to Do?

2min

How to Generate Volatility Surface Models

4min

Quantrading - The Most Volatile Period Ever

3min

How to Trade Options Volatility Trading 101

3min

How Much Should You Price an Option?

2min

10.

How Much Does an Option Price Change?

3min

11.

The Volatility Gamma Theta Triangle

2min

12.

What's the Difference Between High Volatility and Low Theta?

2min

13.

How Volatility Surfaces Drive Volatilities?

2min

14.

What Is Skew?

2min

15.

What Is Real Life Volatility?

2min

16.

How to Measure Real-Life Volatility

3min

17.

How Do You Hear a Volatility Book?

3min

18.

I Don't Know How to Sit on My Hand and Let the Move Go

2min

19.

How to Make Successful Strategies in Effects in Volatility

2min

20.

The Norwegian Crown vs the Swedish One

2min

21.

Do You Quote Rand Versus the Mexican Peso?

2min

22.

How to Be a Good Disciplined Trader

2min

23.

Is the Market Trending?

2min

24.

Is the Volatility Mean Reverting?

2min

25.

The US Equity Market Is Lagging Far Behind the US Market

2min

26.

What's Happening in the Markets Right Now?

2min

27.

VIX Is Trading in Regimes, Right?

2min

28.

Shorting VIX

2min

29.

You're Not Outright Short Volatility, Right?

2min

30.

TY - Your Favorite Option Book?

2min

31.

What's Your Favorite Investment?

2min

32.

Building a Trader From Scratch

2min

33.

Are the Greens Better Than the Yellow's?

2min

34.

Oil - Is This the Beginning of a Pullback?

2min

35.

The Inflation Did Not Give Back, Right?

2min

36.

Is the Rate of Change in Inflation Slowed?

2min

37.

Bond Yields Are Not Reacting to Inflation

2min

38.

The Bond Market Is Really Good

2min

39.

Fed Economic Strength Means That Fed Comes in Sooner

2min

40.

Bond Market

2min

41.

Bond Bids Are Just Monstrous, Right?

2min

42.

Is the Rolling Correction Coming Back Next Week?

2min

43.

Is the Series of Rolling Bubbles Over?

2min

44.

Are We Seeing Longer Running Bubbles Get Shot?

2min

45.

It's Been a Difficult Market for a Lot of People.

3min

46.

Cryptocurrencies

2min

47.

Inflationistas - You Had Zero, Daddy?

2min

48.

The Red Crayon Is the Most Addictable

2min

49.

Trading History - The Russian Crisis

5min

50.

Getting a Pizza While Staying at the White House

2min

51.

Skin in the Game, Kev!

2min

52.

Lena, Is It a Good Bet?

2min

53.

Can I Get a Wagu Steak?

2min

54.

What's the First Question for the Market Huddle?

2min

55.

Do You Need a Broker to Buy Crude Oil?

2min

56.

The Long Oil Strategy - Is There an ETN?

3min

57.

Investing in Options Trading

2min

58.

The Day Trading Game on a Very Short-Term Basis

4min

59.

How Would a Lone 39 Year Old Retail Trader Enter the Industry?

2min

60.

Is a Prop Shop a Good Way to Learn?

3min

61.

Is the Inflation Trade Strengthening or Rolling Over?

2min

62.

Is There a Cyclicality to This?

2min

63.

The MarketHuddle - Kevin and Patrick's on Twitter

2min

64.

The Bear - I'm Going to Get a Car?

2min

65.

I've Got Nothing, but I'm Embarrassed

2min

66.

Alina - 90 Tomatoes

2min

67.

I'm Scared to Watch Letterkenny

2min

68.

The Best Guy Is, Uh, Curly Dan

2min

69.

Squirrels, I Don't Get It.

2min

70.

The Best Meal of My Life

2min

71.

Newfoundland - She Ate a Whole Loaf of Bread.

2min

In this episode, Patrick Ceresna and Kevin Muir welcome quantitative portfolio manager and volatility specialist, Harel Jacobson to the show. They discuss how he got into the business, how he trades volatility and why his brokers won’t give him quotes on Mexican Peso/South African Rand options anymore.