Cem Karsan — Volatility Series — February 2nd, 2022
Feb 2, 2022·Tap to summarize
In this episode, we discuss: How market behaviour is often intertwinedWhy Cem chose to manage outside capitalThe thinking behind institutional market movesHow the global pandemic affected marketsDealer flowsFeedback loopsDelta hedging Follow Niels on Twitter, LinkedIn or YouTube. Follow Hari on Twitter. Follow Cem on Twitter. IT's TRUE – most CIO's read 50+ books each year – get your copy of the Ultimate Guide to the Best Investment Books ever written here. And you can get a free copy of my latest book “The Many Flavors of Trend Following” here. Learn more about the Trend Barometer here. Send your questions to info@toptradersunplugged.com And please share this episode with a like-minded friend and leave an honest rating & review on iTunes or Spotify so more people can discover the podcast. Episode TimeStamps: 00:00 – Intro02:17 – Cem’s background and current work19:18 – The decision to manage outside money24:06 – The trades that institutions like to make30:22 – Feedback loops within markets34:17 – The dynamic between futures and options51:15 – Using Econophysics to find hedging methods53:40 – Building various volatility models and research using toy models57:05 – Approaches to Delta hedging01:00:11 – Changes to qualitative features of overnight indices01:03:12 – Investment products on the VIX and effects on the S&P 50001:10:09 – The feedback loop between inflation, deflation and central bank rate policies01:20:01 – Whether or not there is an asymmetry between deflation and inflation risk The post Cem Karsan — Volatility Series — February 2nd, 2022 appeared first on Top Traders Unplugged.
