Flirting with Models

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Tag: volatility

  • Season 4

S04E04: Commodity Volatility

  • May 24, 2021
  • Tagged as: commodities, volatility
Tina Lindstrom is a Partner at First NY, where she manages an oil volatility portfolio. She began her career at Susquehanna and eventually worked her way up to managing both the high cap equity index...

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Corey Hoffstein
  • Season 4

S04E02: Independently Shorting Volatility

  • May 10, 2021
  • Tagged as: volatility
Darrin Johnson is the first independent trader I’ve interviewed for this show and with that distinction he brings an entirely new perspective. After learning about how Darrin began his career as an independent trader, we...

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Corey Hoffstein
  • Season 4

S04E01: The Market Voting Machine

  • May 3, 2021
  • Tagged as: passive investing, volatility
My guest this episode is Cem Karsan, Founder and Senior Managing Partner of Aegea Capital Management. Cem began his career in the pits, and so we begin our conversation with a discussion by comparing and...

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Corey Hoffstein
  • Season 3

S03E14: Long Volatility for the New Regime

  • September 7, 2020
  • Tagged as: volatility
My guest this episode is Kris Sidial, co-CIO of The Ambrus Group, a volatility arbitrage focused firm founded in 2018. Kris recently joined Ambrus after spending several years on BMO’s exotic and listed options desks....

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Corey Hoffstein
  • Season 3

S03E12: Positional Option Trading

  • July 27, 2020
  • Tagged as: volatility
Today I chat with Euan Sinclair, Partner at Talton Capital Management and author of the books Options Trading, Volatility Trading, and the up-coming Positional Option Trading. We begin our discussion with Euan’s experience as a...

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Corey Hoffstein
  • Season 3

S03E06: Commodity Convexity

  • July 13, 2020
  • Tagged as: commodities, volatility
In this episode I speak with Jeffrey Baird, managing partner at Merritt Point Partners. Merritt Point Partners seeks to build diversified portfolios of convexity exposure through the commodities market. With that in mind, we talk...

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Corey Hoffstein
  • Season 3

S03E03: Bad Ideas

  • July 6, 2020
  • Tagged as: volatility
Today I am speaking with Benn Eifert, founder and CIO of QVR Advisors. Benn is my first repeat guest on the podcast, making his first appearance in Season 2. When I asked listeners who they...

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Corey Hoffstein
  • Season 2

S02E07: The Quant Philosopher

  • June 17, 2019
  • Tagged as: volatility
In this episode I chat with Wayne Himelsein, president and chief investment officer at Logica Capital.  To our conversation Wayne brings over two decades of experience managing long/short portfolios, ranging from statistical arbitrage to factor...

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Corey Hoffstein
  • Season 2

S02E05: Conditional Beta

  • June 8, 2019
  • Tagged as: trend following, volatility
My guest is Artur Sepp, Director of Research at Quantica Capital AG in Zurich. In 2008, Artur was working on structured credit products for Merrill Lynch, giving him a front-row seat to the ensuing credit...

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Corey Hoffstein
  • Season 2

S02E02: Volatility Investing

  • May 29, 2019
  • Tagged as: volatility
I am joined today by Benn Eifert, founder of QVR Advisors.  QVR specializes in managing option-based strategies and Benn describes what he does as volatility investing. We quickly wade into the deep end with this...

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Corey Hoffstein
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