Flirting with Models

Apple Podcasts Stitcher
  • Home
  • Newfound Research
  • Seasons
    • Season 1 (2018)
    • Season 2 (2019)
    • Season 3 (2020)
    • Season 4 (2021)
    • Season 5 (2022)
    • Season 6 (2023)
  • About

This is a placeholder for your sticky navigation bar. It should not be visible.

Tag: volatility risk premium

  • 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...

Continue reading →

Continue reading →
Corey Hoffstein
  • Season 6

S6E15: Commodity Strategies (Trend; Carry; Congestion; and Volatility Carry)

  • September 4, 2023
  • Tagged as: carry, commodities, congestion, trend following, volatility risk premium
In this episode I speak with Gerald Rushton, senior member of the QIS Structuring team at Macquarie Bank. Our conversation largely revolves around commodity strategies, including thoughts on trend following, commodity carry, commodity congestion, and...

Continue reading →

Leave a reply
Corey Hoffstein
  • Season 6

S06E04: High Frequency Factors, the Volatility Risk Premium, and Re-Thinking Financial Planning

  • May 22, 2023
  • Tagged as: style premia, tail heding, volatility risk premium
My guest is Roni Israelov, CIO of NDVR.  Prior to NDVR, Roni was a principal at AQR Capital Management, where he worked on global risk models, high frequency factors, and lead the development and oversight...

Continue reading →

Continue reading →
Corey Hoffstein
SEE YOU SPACE COWBOY...
Apple Podcasts Stitcher
Flirting with Models © 2022
  • Home
  • Newfound Research
  • Seasons
  • About