Quantcast – a Risk.net Cutting Edge podcast

Lorenzo Ravagli, 09/07/2024

Jul 12, 2024
Guest
Lorenzo Ravagli
JP Morgan quant Lorenzo Ravagli discusses a unified framework for trading the volatility skew premium, exploring strategies in the FX market, client interactions in hedge funds, and principles applicable across asset classes.
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Episode notes
1
Intro
00:00 • 3min
2
Discussion on Client Implementation Options for Developed Strategies
03:08 • 3min
3
Exploring Skew Premium in FX Market Trading Strategies
05:55 • 24min
4
Client Interactions and Strategy Implementation in Hedge Funds
30:13 • 2min
5
Exploring Principles across Asset Classes
32:29 • 4min
6
Research Note on SKU Strategy and Portfolio Properties
35:59 • 9min