Flirting with Models

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Tag: tail hedging

  • Season 6

S6E16: The Reflexivity of Equity Volatility

  • September 11, 2023
  • Tagged as: short volatility, tail hedging, volatility, volatility risk premium
In this episode I speak with Dean Curnutt, founder of Macro Risk Advisors and host of the Alpha Exchange podcast. This episode is all about the nature of risk. More specifically, the endogenous risk that...

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Corey Hoffstein
  • Season 6

S6E14: Strategy versus Structure in Tail Hedging

  • August 14, 2023
  • Tagged as: tail hedging, volatility
My guest is Devin Anderson, co-founder of Convexitas. The theme of this episode, as you can likely guess from the title, is strategy versus structure. While we often focus on strategy specifics on this podcast,...

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Corey Hoffstein
  • Season 6

S6E6: Portable Alpha and Risk Mitigating Strategies

  • June 5, 2023
  • Tagged as: hedge funds, portable alpha, tail hedging, trend following
In this episode I chat with Jason Josephiac, Senior Vice President and Research Consultant at Meketa Investment Group.   Jason has largely spent his career in the institutional allocation space, first in manager research at...

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Corey Hoffstein
  • Season 5

S05E11: Market Tremors & Tail Hedging

  • August 8, 2022
  • Tagged as: tail hedging, volatility
Today I am joined by Hari Krishnan, Head of Volatility Strategies at SCT Capital and author of the books Second Leg Down and Market Tremors. We begin with a discussion of Hari’s newest book, Market...

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Corey Hoffstein
  • Season 5

S05E04: Surfing Flow for Fun and Profit

  • June 19, 2022
  • Tagged as: hedge funds, market dynamics, passive investing, tail hedging
In this episode I talk with Aneet Chachra, fund manager at Janus Henderson. In his role, Aneet runs flow-driven strategies.  These are strategies that seek to find an edge in market events where trading volume...

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Corey Hoffstein
  • Season 4

S04E16: How do you build a portfolio for a human being?

  • August 16, 2021
  • Tagged as: asset allocation, behavioral finance, tail hedging, volatility
In this episode I speak with David Berns, co-founder and CIO of Simplify ETFs and author of the book Modern Asset Allocation for Wealth Management. Our conversation centers around the idea of what it means...

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Corey Hoffstein
  • Season 4

S04E15: Optimizing the Research Process

  • August 9, 2021
  • Tagged as: style premia, tail hedging
Today I am speaking with Russell Korgaonkar, CIO of Man AHL. In his role, Russell oversees a large research organization and so we spend a large part of our conversation talking about research management. Russell...

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Corey Hoffstein
  • Season 3

S03E05: Tail Reaper

  • July 10, 2020
  • Tagged as: machine learning, tail hedging

My guest in this episode is Dr. Ernest Chan, founder of QTS Capital Management. Investor, researcher, and educator, Ernie is well-known for his blog – which he has been publishing since 2006 – as well…

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Corey Hoffstein
SEE YOU SPACE COWBOY...
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