Mutiny Investing Podcast
98 episodes - English - Latest episode: 7 months ago - ★★★★★ - 9 ratingsThis podcast is an open-ended exploration of topics relating to growing and preserving your wealth including investing, markets, decision making under opacity, risk, volatility, and complexity.
Homepage Apple Podcasts Google Podcasts Overcast Castro Pocket Casts RSS feed
Episodes
55. Mutiny Funds - The Defense Strategy
October 13, 2023 12:00 - 49 minutes - 67.5 MBWe are excited to introduce a new addition to our suite of investment strategies - The Defense Strategy. It combines Mutiny Fund’s Volatility Strategy and Commodity Trend Strategy. The Volatility Strategy is designed to act as a so-called ‘black swan’ investment, achieving asymmetric gains in times of high volatility or tail risk (e.g. March 2020). The Commodity Trend Strategy is designed to profit during inflationary periods (e.g. 2022) as well as during extended ‘crisis periods’ for stoc...
54. Kris Abdelmessih - Alpha is Illusive
August 29, 2023 12:00 - 1 hour - 69.7 MBIn this episode, I talk with Kris Abdelmessih, Volatility Trader and also the Author of Moontower Weekly. Kris has been actively involved in options trading for 21 years. His background encompasses commencing his journey within the trading pits alongside SIG, establishing his personal market-making team, and overseeing the commodities book for a distinguished volatility manager. We talk about: Adverse Selection Discretionary Edge? Manager Fee Alpha Confidence Intervals Life Opti...
53. Robert Mullin - Upstream Downstream
July 27, 2023 12:00 - 56 minutes - 52 MBIn this episode, I talk with Robert Mullin from Marathon Resource Advisors. Robert is a finance professional with 25+ years of experience managing natural resource investment portfolios for individuals, family offices and institutions. We talk about: State of commodity producers Tangential investing ideas Problems in Europe Yield farming and more! This podcast was recorded at the stunning Edgewood Resort, situated by the serene Lake Tahoe, where a wonderful private event was or...
52. PJ Pierre & Zed Francis - Are any banks solvent?
June 27, 2023 12:00 - 1 hour - 77.6 MBIn this episode, I have the privilege of engaging in a captivating conversation with two distinguished guests. First, we have PJ Pierre, the Vice President of Trading and Portfolio Management at Denali Asset Management. Joining us alongside PJ is Zed Francis, the esteemed co-founder and Chief Investment Officer (CIO) of Convexitas. Topics: Are any banks solvent? Insure all deposits? Start a bank? Debt Ceiling Trades? Jubilee, reset, revolt...choose wisely and more! I hope you en...
Global EQD ’23 Breakdown with Jeff Malec (part 2)
June 16, 2023 12:00 - 58 minutes - 53.6 MBDidn’t get the chance to head to Vegas for the Global EQD conference. No worries. We’ve got you covered in Part II of the Global EQD ’23 Breakdown. We're teaming up with RCM Managing Partner and host of The Derivative Podcast, Jeff Malec. Together, Jeff and Jason walk through their notes from attending the annual equity derivatives-focused conference put on by the good folks at EQD. Make sure to head over to www.eqderivatives.com and signup for their official notes. Meanwhile, they go deep...
51. Jared Dillian - Fintwit Bastards
April 28, 2023 12:00 - 1 hour - 67.3 MBIn this episode I talk with writer, author, DJ, and speaker, Jared Dillian. Jared's newsletters include The Daily Dirtnap, a daily market newsletter for investment professionals, and We’re Gonna Get Those Bastards, which is about everything that is depraved, especially finance, culture and music. His books include Street Freak, All the Evil of This World, Those Bastards, and No Worries (2024). In his spare time, Jared is a progressive house DJ and speaks frequently on mental health iss...
50. Dr. David Rhoiney - Strategy That Fits
April 14, 2023 12:00 - 1 hour - 80.3 MBIn this episode I talk with Dr. David Rhoiney, a Robotic Surgeon, Cryptologist, Cyber security specialist and the list continues! We talk about: Unconscious Greatness Strategy That Fits HENRYs Banks/RIA for the People Bad Food Takes and more! I hope you enjoyed this conversation as much as I did!
49. Tobias Carlisle - What is Money?
March 28, 2023 12:00 - 1 hour - 78.4 MBIn this episode I talk with Tobias Carlisle, founder and managing director of Acquirers Funds, LLC. He serves as portfolio manager of the firm's deep value strategy. Tobias is the creator of The Acquirer’s Multiple®. He is also the author of the books The Acquirer’s Multiple (2017), Concentrated Investing (2016), Deep Value (2014), and Quantitative Value (2012). Tobias has extensive experience in investment management, business valuation, public company corporate governance, and corpo...
48. Zed Francis - Will credit markets be tight or illiquid in 2023?
February 13, 2023 13:00 - 1 hour - 83.6 MBIn this episode I talk with Zed Francis, CIO & Co-Founder at Convexitas. Zed is responsible for strategy design, implementation, risk management and business development. In his 15-year career in investment management, Zed has taken on leadership roles that have informed the delivery of consistent and transparent multi- asset solutions as a discretionary fiduciary acting on behalf of institutional clients and high-net-worth individuals. He was most recently a portfolio manager and derivat...
47. Tom Morgan - The Morgan Dialectic- STS Model
November 29, 2022 13:00 - 1 hour - 71.2 MBIn this episode I talk with Tom Morgan, Director of Communications & Content at The KCP Group - Stifel. Tom spent the last 16 years on Wall Street working in the distribution of research for firms like Merrill Lynch, Bank of America, Consumer Edge, and Stifel. Tom is someone who inquisitively consumes content across a huge array of disciplines and extracts actionable insights for busy people. For most of the past decade, Tom wrote a weekly summary titled “The Best Bits,” which had a ...
46. The Meb Faber Show – Carry, Convexity & The Cockroach
October 26, 2022 12:00 - 1 hour - 78.7 MBWe've got a special edition podcast this week! A little while back, Jason sat down with his friend Meb Faber to talk about all things investing. For those who didn't get a chance to listen to it, we thought we'd do a swapcast version so that way you could hear Meb and Jason discuss all things related to broadly diversified portfolios, different investing philosophies, and different investing vehicles that an entrepreneur could put together for clients. I hope you enjoy this conversat...
45. Robert Mullin: Commodities with Carry and Convexity
October 12, 2022 12:00 - 1 hour - 70.2 MBIn this episode I talk with Robert Mullin, general partner and portfolio manager at Marathon Resource Advisors. Marathon Resource Advisors manages investment strategies focused on income generating natural resource equities in the energy, mining, agriculture and renewables space. We talk about: CapEx Perfect Storm ESG is New OPEC Fake vs. Real Economy Hedging Cyclical Risk in a Secular Bull I hope you enjoyed this conversation with Robert as much as I did!
44. Travis Kimmel: Competing Time Horizons of Money
September 28, 2022 12:00 - 1 hour - 84.5 MBIn this episode I talk with Travis Kimmel. Our topics include: Operator Use Liberal Arts Intellectual Dojo of Twitter SAAS Treasuries Why Do We Have Bonds? And more! This is the link to Travis' favorite book on management we discussed: 12: The Elements of Great Managing Travis' best book he has read in finance: Trade Wars Are Class Wars I hope you enjoyed this conversation with Travis as much as I did!
43. Bill Brewster: Road Trips and Scuttlebutt
September 14, 2022 12:00 - 1 hour - 79.8 MBIn this episode I talk with Bill Brewster from The Business Brew. Bill is a private investor who tries to replicate Warren Buffett’s and Charlie Munger’s thought processes, but he is also influenced by Bill Miller III, Stan Druckenmiller, and others. The Business Brew podcast is his attempt to dig deeper into other investing and business philosophies — and share that knowledge with the world. We talk about: Road Trips give Political Sentiments DCFs vs Monte Carlos MailBox Money The B...
42. Sean Wieland: Tax Free Business Exit
August 30, 2022 12:00 - 1 hour - 63.3 MBIn this episode I talk with Sean Wieland, Founding Principal at Tannhäuser Financial. We talk about: Deferred Sales Trusts for business exit Pre and Post sale of your business Premium financing life insurance Captive Insurance 401-H and more! Here is the online illustration tool to compare any highly appreciated asset sale (exiting a business, commercial real estate / 1031 rescue, cryptocurrency, fine art, etc.) I hope you enjoyed this conversation with Sean as much as I did!...
41. Drew Knowles: Yellowstone is Global Macro Trading
August 17, 2022 12:00 - 1 hour - 79.3 MBIn this episode I talk with Drew Knowles, managing member of XIT Ranch. XIT is long-term oriented family investment vehicle including real assets such as ranchlands, horses and cattle operations, venture capital, private equity, and hedge funds. We talk about: Never Ask a Cattleman Size of Herd, Hay shortages, Levels of ranching certifications, Carbon Sequestration, Global Macro-End of the World Vol Trade and more! I hope you enjoyed this conversation with Drew as much as I d...
40. Wayne Himelsein: 2022 - Year of Unusual Volatility?
August 09, 2022 12:00 - 1 hour - 85.5 MBIn this episode I talk with Wayne Himelsein, CIO of Logica Capital Advisers. Wayne is responsible for leading portfolio management and the overall implementation of the firm’s investment strategies. Beginning his career as a Proprietary Trader in 1995, and launching his first Hedge Fund in 2000, Wayne has over 25 years of industry experience. We talk about the following: Is time real? What is signal vs noise? Where to find great quotes? 2022- Year of unusual volatility? Existen...
39. How to Turn Pro as a Trader - Noel Smith & Darrin Johnson
July 27, 2022 12:00 - 1 hour - 85 MBIn this episode I talk with Noel Smith, Chief Investment Officer & Founder at Convex Asset Management as well as Volatility trader, Darrin Johnson. We talk about How to Turn Pro as a Trader, How to Join a Prop Shop, How to Run a Prop Shop, The Business Side of Running a Trading Business, How to Build Relationships from Scratch and more! I hope you enjoyed this conversation with Noel and Darrin as much as I did!
39. Noel Smith & Darrin Johnson: How to Turn Pro as a Trader
July 27, 2022 12:00 - 1 hour - 85 MBIn this episode I talk with Noel Smith, Chief Investment Officer & Founder at Convex Asset Management as well as Volatility trader, Darrin Johnson. We talk about How to Turn Pro as a Trader, How to Join a Prop Shop, How to Run a Prop Shop, The Business Side of Running a Trading Business, How to Build Relationships from Scratch and more! I hope you enjoyed this conversation with Noel and Darrin as much as I did!
38. Evolution, Complexity, and the Remaking of Economics
July 19, 2022 12:00 - 1 hour - 95.6 MBWe have a special podcast for you today. We're getting the Mutiny team together. Taylor and I are doing a podcast together for the first time in a long time. We discuss Complexity Economics, Sugarscapes, Adaptive Walks vs Random Jumps, Bullwhip Effects, Spherical Cow Problem and more! Links mentioned in this show: https://mutinyfund.com/origin-of-wealth/ https://ergodicityeconomics.com/2018/05/29/the-copenhagen-experiment/ https://gist.github.com/chitchcock/1281611 https://fee.org...
37. Max Arb
July 12, 2022 12:00 - 2 hours - 112 MBIn this episode, I talk with Max Arb - @max_arbitrage. Max is anonymous on Twitter and is a doctor that has built, sold, and still runs several successful medical practices. We talk about generational wealth transfer of businesses, how to manage investment allocations, Via Negativa, balance sheet vs. income statement, and cognitive biases. I hope you enjoy this conversation with Max as much as I did...
36. Devin Anderson
June 29, 2022 12:00 - 1 hour - 79.5 MBIn this episode, I talk with Devin Anderson, CEO and co-founder of Convexitas. Devin is an investment manager dedicated to delivering high performance derivative overlays for families and institutions. He is responsible for firm governance, compliance, business development, and technology. Devin and I talk about Google AI bot sentience, syntax vs. semantics, Turing test, AI-Pascal's wager, sell side research into option flows, Man+Machine in Vol trading and much more! Links mentioned ...
35. Eric Crittenden
June 21, 2022 12:00 - 1 hour - 86.6 MBIn this episode, I talk with Eric Crittenden, Founder and Chief Investment Officer of Standpoint, an investment firm focused on bringing all-weather portfolio solutions to US investors. Eric plays an active role in the firms’ research, portfolio management, product innovation, business strategy, environments and client facing activities. He believes using an all-wealth approach is the most effective way to prepare for a wide rage of market environments, while producing meaningful investme...
34. Darrin Johnson
June 14, 2022 12:00 - 1 hour - 72.7 MBIn this episode, I talk with Volatility trader, Darrin Johnson. Darrin and I talk about all the things that traders never discuss. The dual role of being an independent trader and a family man and if balance is possible. What it's like to have your trader P&L also be your families balance sheet and what to do when you need a vacation. I hope you enjoy this conversation with Darrin as much as I did...
What happens in Vegas…. Gets Dished on this Pod. Overheard at a Derivatives Conference, Part 2
June 09, 2022 12:00 - 49 minutes - 45.4 MBWelcome to part two of the special edition podcast, What Happens in Vegas, where RCM's Jeff Malec @AttainCap2 and I discuss the EQ Derivatives conference that we recently attended at the Las Vegas Wynn Hotel. I highly recommend you go over to the Derivative podcast and check out part one of our discussion. I also recommend you check out EQ Derivatives. It's a tremendous source for volatility options and all forms of derivatives trading. I hope you enjoy this conversation with Jeff as...
33. Corey Hoffstein
May 31, 2022 12:00 - 1 hour - 87.9 MBIn this episode, I talk with Corey Hoffstein, co-founder of and Chief Investment Officer at Newfound Research. Newfound Research LLC is a quantitative investment and research firm dedicated to helping investors pro-actively navigate the risks of investing through thought leadership and investment acumen. At Newfound, Corey is responsible for portfolio management, investment research, strategy development, and communication of the firm's views to clients. Corey holds a Master of Scien...
32. PJ Pierre
May 16, 2022 12:00 - 1 hour - 91.1 MBIn this episode, I talk with PJ Pierre from Denali Asset Management. PJ and I talk about MMT as taught to him by Warren Mosler. Being an autodidact trader. How banks create money. The different forms of money as credit historically. What is the Haitian dollar. I hope you enjoy this conversation with PJ as much as I did...
[MM]31. Zed Francis
May 09, 2022 12:00 - 1 hour - 70.1 MBIn this episode, I talk with Zed Francis, co-founder and CIO of Convexitas. Convexitas is a fiduciary that works with families and institutions to maintain balance and flexibility. Convexitas is more than a manager or a product – they provide tools that bring balance to your allocation process. When you know Convexitas will provide liquidity during times of distress, you are free to make better allocation decisions and avoid becoming a forced seller. Liquidity enables proactive opportun...
31. Zed Francis
May 09, 2022 12:00 - 1 hour - 70.1 MBIn this episode, I talk with Zed Francis, co-founder and CIO of Convexitas. Convexitas is a fiduciary that works with families and institutions to maintain balance and flexibility. Convexitas is more than a manager or a product – they provide tools that bring balance to your allocation process. When you know Convexitas will provide liquidity during times of distress, you are free to make better allocation decisions and avoid becoming a forced seller. Liquidity enables proactive opportun...
[MM]30. Kris Sidial
May 02, 2022 12:00 - 1 hour - 63.1 MBIn this episode, I talk with Kris Sidial, Co-CIO at The Ambrus Group. The Ambrus Group is a volatility arbitrage focused firm that was founded in 2020. The firm takes pride in having a math-driven ethos that specializes in leveraging an in-depth knowledge of volatility skew. Ambrus applies a discretionary twist to quantitative volatility strategies with the purpose of protecting investors from tail risk events in the U.S equity markets. Kris and I talk about "buy the dip" dynamics to marke...
30. Kris Sidial
May 02, 2022 12:00 - 1 hour - 63.1 MBIn this episode, I talk with Kris Sidial, Co-CIO at The Ambrus Group. The Ambrus Group is a volatility arbitrage focused firm that was founded in 2020. The firm takes pride in having a math-driven ethos that specializes in leveraging an in-depth knowledge of volatility skew. Ambrus applies a discretionary twist to quantitative volatility strategies with the purpose of protecting investors from tail risk events in the U.S equity markets. Kris and I talk about "buy the dip" dynamics to marke...
[MM]29. Jerry Haworth
December 17, 2021 13:00 - 1 hour - 65 MBIn this episode, we talk with Jerry Haworth, CIO and co-founder of 36 South. Jerry has over 32 years of investment experience, and is well known for his thought leadership in the volatility space. He often represents 36 South as a speaker at high profile educational and professional events, and is a frequent guest speaker and writer on volatility in the financial media. 36 South seeks out long dated, pan asset class, global, convexity in the most cost efficient manner. We talk about Jerry’...
29. Jerry Haworth
December 17, 2021 13:00 - 1 hour - 65 MBIn this episode, we talk with Jerry Haworth, CIO and co-founder of 36 South. Jerry has over 32 years of investment experience, and is well known for his thought leadership in the volatility space. He often represents 36 South as a speaker at high profile educational and professional events, and is a frequent guest speaker and writer on volatility in the financial media. 36 South seeks out long dated, pan asset class, global, convexity in the most cost efficient manner. We talk about Jerry’...
[MM]28. John Krautsack
November 16, 2021 13:00 - 1 hour - 63.6 MBIn this episode, I talk with John Krautsack. John is the Chairman and CEO of EMC Capital Advisors. John and I talk about the history of EMC going all the way back to the unbelievable story of the Turtle Traders. We touch on how EMC has adapted their trend following models over the decades. We discuss how advancements in machine learning and artificial intelligence have helped their in-house team improve their risk assessments and monetization. I hope you enjoy this conversation with John...
28. John Krautsack
November 16, 2021 13:00 - 1 hour - 63.6 MBIn this episode, I talk with John Krautsack. John is the Chairman and CEO of EMC Capital Advisors. John and I talk about the history of EMC going all the way back to the unbelievable story of the Turtle Traders. We touch on how EMC has adapted their trend following models over the decades. We discuss how advancements in machine learning and artificial intelligence have helped their in-house team improve their risk assessments and monetization. I hope you enjoy this conversation with John...
[MM]27. Tim Pickering
July 14, 2021 12:00 - 1 hour - 64.1 MBIn this episode, I talk with Tim Pickering. Tim is the founder, President and CIO of Auspice. Auspice Capital Advisors is a quantitative investment specialist focused on Alpha and Enhanced Beta managed futures and commodity strategies. Auspice specializes in applying innovative rules-based investment strategies across a broad range of commodity and financial markets. Prior to forming Auspice, Tim was VP of Trading at Shell (North America). He began his career at TD Securities (Toronto) i...
27. Tim Pickering
July 14, 2021 12:00 - 1 hour - 64.1 MBIn this episode, I talk with Tim Pickering. Tim is the founder, President and CIO of Auspice. Auspice Capital Advisors is a quantitative investment specialist focused on Alpha and Enhanced Beta managed futures and commodity strategies. Auspice specializes in applying innovative rules-based investment strategies across a broad range of commodity and financial markets. Prior to forming Auspice, Tim was VP of Trading at Shell (North America). He began his career at TD Securities (Toronto) i...
[MM]26. Jerry Parker
June 25, 2021 12:00 - 1 hour - 67.3 MBIn this episode, we talk with Jerry Parker from Chesapeake Capital. Chesapeake has always been a classic trend following CTA. "Trend Following + Nothing" is their firm motto. Over the years Jerry has focused on adding markets to their portfolio. They were one of the few CTAs to trade single stock futures. They started trading single stocks in the '90s and continue to do so today. They do not trade any stock indices. About 50% of their portfolio is commodities with FX, FI and single sto...
26. Jerry Parker
June 25, 2021 12:00 - 1 hour - 67.3 MBIn this episode, we talk with Jerry Parker from Chesapeake Capital. Chesapeake has always been a classic trend following CTA. "Trend Following + Nothing" is their firm motto. Over the years Jerry has focused on adding markets to their portfolio. They were one of the few CTAs to trade single stock futures. They started trading single stocks in the '90s and continue to do so today. They do not trade any stock indices. About 50% of their portfolio is commodities with FX, FI and single sto...
25. Aaron Larkin and Matt Laviolette
June 04, 2021 12:00 - 56 minutes - 52.1 MBIn this episode, we talk with Aaron Larkin and Matt Laviolette, Co-Founders of Breakout Funds. Breakout Funds, LLC ("Breakout") incorporates quantitative global macro thematic views with current news events to place discretionary short term concentrated trades in futures markets. Our trading approach draws on a combined 30 years of experience in the proprietary trading space where we have learned that protecting principal is the primary goal of any trading strategy. We believe that there is ...
[MM]25. Aaron Larkin and Matt Laviolette
June 04, 2021 12:00 - 56 minutes - 52.1 MBIn this episode, we talk with Aaron Larkin and Matt Laviolette, Co-Founders of Breakout Funds. Breakout Funds, LLC ("Breakout") incorporates quantitative global macro thematic views with current news events to place discretionary short term concentrated trades in futures markets. Our trading approach draws on a combined 30 years of experience in the proprietary trading space where we have learned that protecting principal is the primary goal of any trading strategy. We believe that there is ...
Quarter 1, 2021 Update
May 05, 2021 12:00 - 28 minutes - 53.4 MBIn this episode I am joined by Mutiny Fund CIO Jason Buck and our close partner at RCM Alternatives, Jeff Malec. In this quarterly review, we discuss what we saw in markets in Q1 and how various volatility strategies performed. To give a bit of context, Q1 2021 saw The S&P up 6%, and the VIX down about -14.87% though it was fairly range bound. The inverse PutWrite index which is a rough proxy for at-the-money volatility on the S&P was down about -5.82%. Accredited investors intereste...
24. Cem Karsan
April 23, 2021 12:00 - 1 hour - 64.2 MBIn this episode, we talk with Cem Karsan, CIO and Founder of Kai Volatility Advisors (formerly Aegea). After his successful trading career, Cem decided to leverage his volatility arbitrage expertise by improving upon many of the flawed strategies he had witnessed during his tenure as a market maker. To that end, Kai Volatility Advisors has created a non-correlated and scalable investment vehicle that takes advantage of the structural mispricing inherent in option indices worldwide, while of...
[MM]24. Cem Karsan
April 23, 2021 12:00 - 1 hour - 64.2 MBIn this episode, we talk with Cem Karsan, CIO and Founder of Kai Volatility Advisors (formerly Aegea). After his successful trading career, Cem decided to leverage his volatility arbitrage expertise by improving upon many of the flawed strategies he had witnessed during his tenure as a market maker. To that end, Kai Volatility Advisors has created a non-correlated and scalable investment vehicle that takes advantage of the structural mispricing inherent in option indices worldwide, while of...
[MM]23. Jagdeesh Prakasam
April 01, 2021 11:43 - 1 hour - 74.6 MBIn this episode, we talk with Jag Prakasam, CEO of Rotella Capital Management. Jagdeesh Prakasam oversees all aspects of the firm, including its investment, FinTech solution offerings and operations. He joined RCM in 2003 as a Researcher primarily focused on supporting the research efforts in portfolio construction, risk management, and overlay strategies for the firm’s core trading strategies. Jagdeesh Prakasam was appointed as the firm’s Chief Executive Officer in 2019. Prior to that he wa...
23. Jagdeesh Prakasam
April 01, 2021 11:43 - 1 hour - 74.6 MBIn this episode, we talk with Jag Prakasam, CEO of Rotella Capital Management. Jagdeesh Prakasam oversees all aspects of the firm, including its investment, FinTech solution offerings and operations. He joined RCM in 2003 as a Researcher primarily focused on supporting the research efforts in portfolio construction, risk management, and overlay strategies for the firm’s core trading strategies. Jagdeesh Prakasam was appointed as the firm’s Chief Executive Officer in 2019. Prior to that he wa...
[MM]22. Kris Sidial
March 10, 2021 13:00 - 1 hour - 69.2 MBIn this episode, we talk with Kris Sidial, CIO and founder of Ambrus Group. The Ambrus Group is a volatility arbitrage focused firm that was founded in 2018. The firm takes pride in having a math driven ethos that specializes in leveraging an in-depth knowledge of volatility skew while applying a discretionary twist to quantitative volatility strategies. We talk about Kris's background working different prop desks at banks. How Kris believes that the market microstructure has evolved and...
22. Kris Sidial
March 10, 2021 13:00 - 1 hour - 69.2 MBIn this episode, we talk with Kris Sidial, CIO and founder of Ambrus Group. The Ambrus Group is a volatility arbitrage focused firm that was founded in 2018. The firm takes pride in having a math driven ethos that specializes in leveraging an in-depth knowledge of volatility skew while applying a discretionary twist to quantitative volatility strategies. We talk about Kris's background working different prop desks at banks. How Kris believes that the market microstructure has evolved and...
[MM]21. Brett Nelson
February 17, 2021 13:00 - 1 hour - 64 MBIn this episode, we talk with Brett Nelson, CIO and founder of Certeza Asset Management. Certeza focuses on investments in volatility using proprietary algorithms to capture perceived mis-pricings in the VIX term structure. We talk about the start of VIX trading from VRO to modern VIX products. His background from winning math competitions, isolating Vega on S&P options, to being on the vanguard of VIX trading. Brett has a unique entrepreneurial journey and has found his way outsid...
21. Brett Nelson
February 17, 2021 13:00 - 1 hour - 64 MBIn this episode, we talk with Brett Nelson, CIO and founder of Certeza Asset Management. Certeza focuses on investments in volatility using proprietary algorithms to capture perceived mis-pricings in the VIX term structure. We talk about the start of VIX trading from VRO to modern VIX products. His background from winning math competitions, isolating Vega on S&P options, to being on the vanguard of VIX trading. Brett has a unique entrepreneurial journey and has found his way outsid...