Right this moment, we’re speaking volatility with Kris Sidial, Chief Funding Officer at The Ambrus Group. His funds’ main goal is to make outsized returns within the occasion of a market crash, and it subsequently serves as a portfolio hedge for traders with closely weighted lengthy publicity.
Kris tells of his prop buying and selling roots, earlier than happening to elucidate the lengthy vol commerce and positioning to revenue from tail danger occasions. He additionally speaks to the opposite facet of the equation; producing absolute returns within the meantime, through lively buying and selling methods.
There’s lots to unpack right here, however Kris does an amazing job in explaining methods and danger administration approaches that’ll depart you with concepts to ponder.
Buying and selling within the monetary markets entails a danger of loss. Podcast episodes and different content material produced by Chat With Merchants are for informational or instructional functions solely and don’t represent buying and selling or funding suggestions or recommendation.
Matters & Timestamps
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- 03:00 – Background: Tutelage beneath a volatility veteran, prop buying and selling origins
- 12:30 – Lengthy Vol Technique: Insurance coverage analogy, positioning for cover and revenue
- 37:45 – Absolute Return Technique: Lowering lengthy vol bleed, behavioral modelling
- 48:40 – Danger Administration: Danger taking, fractional Kelly guess sizing