The Derivative

Using the Laws of Trading to find our edge with Agustin Lebron

Aug 11, 2022
Ask episode
Chapters
Transcript
Episode notes
1
Introduction
00:00 • 2min
2
What's the Economy Doing in Argentina?
02:00 • 2min
3
Trade and Engineering - What's the Connection?
03:39 • 2min
4
Are You Interested in Engineering?
05:26 • 2min
5
Jane Street
06:57 • 2min
6
What Do You Think About LME Canceling All Those Trades?
08:31 • 2min
7
How Do You Work That Into Your Model?
10:05 • 2min
8
The Power of Large Market Makers
11:38 • 2min
9
Toxic Flow in Cryptocurrencies
13:36 • 2min
10
Market Makers - How Do You Combat That Toxic Flow in the Modeling Space?
15:45 • 2min
11
Is There a Need for a Marginal Player?
17:36 • 2min
12
What's the Thing to Do Today?
19:16 • 2min
13
Is the Edge Going or Just Resting?
21:02 • 2min
14
Is AI Machine Learning a Good Thing?
22:33 • 2min
15
Do You Have a Strategy for Hiring the Right People?
24:18 • 2min
16
Is There Another Shoe to Drop?
26:24 • 2min
17
Prop Trading
28:07 • 2min
18
Prop Trading Firms
30:21 • 2min
19
Is This the Most Liquid Instrument to Be Putting This Trade On?
32:29 • 2min
20
Is There a Liquidity Risk?
34:05 • 2min
21
The Correlation in Cryptocurrency Markets?
35:45 • 2min
22
Is There a Cost to Putting a Trade On?
37:24 • 2min
23
Is It a Ponzi?
39:01 • 2min
24
The Race to Zero in the High Frequency Market?
40:39 • 2min
25
Adapting to the Transition of Electronic Trading
42:35 • 2min
26
The Secret Sauce of Adapting to Changes in Technology
45:00 • 2min
27
Is the Trend Following Coming Back to Edge?
47:02 • 2min
28
Is There Selection Bias in Trend Following?
48:46 • 2min
29
What's Your Hottest Take?
50:36 • 2min
30
Don't Use Stop Market Orders
52:40 • 2min
31
Is the Lever ETF a Disaster?
54:42 • 2min
32
The Derivative Podcast
56:18 • 2min