In this episode, we discuss:

How market behaviour is often intertwined
Why Cem chose to manage outside capital
The thinking behind institutional market moves
How the global pandemic affected markets
Dealer flows
Feedback loops
Delta 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 – Intro
02:17 – Cem’s background and current work
19:18 – The decision to manage outside money
24:06 – The trades that institutions like to make
30:22 – Feedback loops within markets
34:17 – The dynamic between futures and options
51:15 – Using Econophysics to find hedging methods
53:40 – Building various volatility models and research using toy models
57:05 – Approaches to Delta hedging
01:00:11 – Changes to qualitative features of overnight indices
01:03:12 – Investment products on the VIX and effects on the S&P 500
01:10:09 – The feedback loop between inflation, deflation and central bank rate policies
01:20:01 – 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.