Podcast series by Dean Curnutt, Alpha Exchange

Alpha Exchange

Podcast series by Dean Curnutt

The Alpha Exchange is a podcast series launched by Dean Curnutt to explore topics in financial markets, risk management and capital allocation in the alternatives industry. Our in depth discussions with highly established industry professionals seek to uncover the nuanced and complex interactions between economic, monetary, financial, regulatory and geopolitical sources of risk. We aim to learn from the perspective our guests can bring with respect to the history of financial and business cycles, promoting a better understanding among listeners as to how prior periods provide important context to present day dynamics. The “price of risk” is an important topic. Here we engage experts in their assessment of risk premium levels in the context of uncertainty. Is the level of compensation attractive? Because Central Banks have played so important a role in markets post crisis, our discussions sometimes aim to better understand the evolution of monetary policy and the degree to which the real and financial economy will be impacted. An especially important area of focus is on derivative products and how they interact with risk taking and carry dynamics. Our conversations seek to enlighten listeners, for example, as to the factors that promoted the February melt-down of the VIX complex. We do NOT ask our guests for their political opinions. We seek a better understanding of the market impact of regulatory change, election outcomes and events of geopolitical consequence. Our discussions cover markets from a macro perspective with an assessment of risk and opportunity across asset classes. Within equity markets, we may explore the relative attractiveness of sectors but will NOT discuss single stocks.

Quantitative Analysis

<ul><li>Dissertation findings show that earnings event risk premium for single stocks makes straddles punitive to own</li><li>Discussion on inflated S&amp;P 500 implied volume levels before macro events like CPI, nonfarm payrolls report, and FOMC meetings</li><li>Recent work on implied dividends shows very little risk premium in dividends, market charging almost nothing for bearing risk of disappointing dividends</li></ul>This content is sourced through publicly available sources and has been machine generated. Information displayed is for general informational purposes only.

Dissertation findings show that earnings event risk premium for single stocks makes straddles punitive to ownDiscussion on inflated S&amp;P 500 implied volume levels before macro events like CPI, nonfarm payrolls report, and FOMC meetingsRecent work on implied dividends shows very little risk premium in dividends, market charging almost nothing for bearing risk of disappointing dividendsThis content is sourced through publicly available sources and has been machine generated. Information displayed is for general informational purposes only.

Garrett DeSimone, Head of Quantitative Research at OptionMetrics

Podcast by Joe Weisenthal & Tracy Alloway, Odd Lots

Odd Lots

Podcast by Joe Weisenthal & Tracy Alloway

Bloomberg's Joe Weisenthal and Tracy Alloway explore the most interesting topics in finance, markets and economics. Join the conversation every Monday and Thursday.

Cross Asset Strategy

<ul><li>Recent market volatility with large moves in individual stocks</li><li>Multistrategy hedge funds may be impacting these market movements</li><li>Goose Hollow Capital founder Krishna Kumar discusses the workings of pod shops and their impact on stock trading</li></ul>This content is sourced through publicly available sources and has been machine generated. Information displayed is for general informational purposes only.

Recent market volatility with large moves in individual stocksMultistrategy hedge funds may be impacting these market movementsGoose Hollow Capital founder Krishna Kumar discusses the workings of pod shops and their impact on stock tradingThis content is sourced through publicly available sources and has been machine generated. Information displayed is for general informational purposes only.

How the Rise of 'Pod Shops' Is Reshaping the Way Markets Trade

<ul><li>The hosts discuss the anniversary of an event called Volmageddon, which happened in February 2018. It was one of their first important episodes where they talked about the blow-up of short volatility.</li><li>They mention the popularity of shorting volatility as a strategy post-2008 financial crisis and its recent resurgence despite potential market risks.</li><li>The hosts express their interest in understanding why short vol is back and popular at this moment and its implications for the wider market. They introduce their guest, Chris Sidial, the co CIO of Ambrose group, who will provide insights on the topic.</li></ul>This podcast is sourced from an online content aggregator through publicly available sources and is displayed below for general informational purposes only.

The hosts discuss the anniversary of an event called Volmageddon, which happened in February 2018. It was one of their first important episodes where they talked about the blow-up of short volatility.They mention the popularity of shorting volatility as a strategy post-2008 financial crisis and its recent resurgence despite potential market risks.The hosts express their interest in understanding why short vol is back and popular at this moment and its implications for the wider market. They introduce their guest, Chris Sidial, the co CIO of Ambrose group, who will provide insights on the topic.This podcast is sourced from an online content aggregator through publicly available sources and is displayed below for general informational purposes only.

Why the Short Volatility Trade Is Back and Bigger Than Ever

United States

The VIX Index is a financial benchmark designed to be an up-to-the-minute market estimate of the expected volatility of the S&P 500® Index, and is calculated by using the midpoint of real-time S&P 500 Index (SPX) option bid/ask quotes.

Chicago Board Options Exchange Volatility Index (VIX INDEX)

Chicago Board Options Exchange Volatility Index

Chicago Board Options Exchange Volatility Index (VIX INDEX)

Garrett DeSimone, Head of Quantitative Research at OptionMetrics

Dissertation findings reveal overpricing of event risk premium in single stocks and the S&P 500, leading to punitive straddle costs and potential...

Alpha Exchange

How the Rise of 'Pod Shops' Is Reshaping the Way Markets Trade

Krishna Kumar, founder of Goose Hollow Capital, will discuss the impact of multistrategy hedge funds on the market, which have seen significant...

Odd Lots

Why the Short Volatility Trade Is Back and Bigger Than Ever

In this podcast episode, the speaker and Joe discuss the anniversary of Volmageddon, the popularity of shorting volatility, and why it has made a...

Odd Lots