Devin Anderson – Strategy versus Structure in Tail Hedging (S6E14)

Flirting with Models

Το περιεχόμενο παρέχεται από το Corey Hoffstein. Όλο το περιεχόμενο podcast, συμπεριλαμβανομένων των επεισοδίων, των γραφικών και των περιγραφών podcast, μεταφορτώνεται και παρέχεται απευθείας από τον Corey Hoffstein ή τον συνεργάτη της πλατφόρμας podcast. Εάν πιστεύετε ότι κάποιος χρησιμοποιεί το έργο σας που προστατεύεται από πνευματικά δικαιώματα χωρίς την άδειά σας, μπορείτε να ακολουθήσετε τη διαδικασία που περιγράφεται εδώ https://el.player.fm/legal.

11M ago 1:10:41

MP3•Αρχική οθόνη επεισοδίου

My guest is Devin Anderson, co-founder of Convexitas.

The theme of this episode, as you can likely guess from the title, is strategy versus structure. While we often focus on strategy specifics on this podcast, Devin hosts a masterclass as to why the structure you wrap your strategy in can ultimately determine the type of strategy you can deliver.

Specifically, we discuss option-based tail hedging and the types of strategies that can be delivered in hedge fund, mutual fund, ETF, and separate account wrappers.

In the back half of the conversation, we dive into how Convexitas implements their risk mitigating strategies. Specifically, Devin explains why Convexitas focuses on convexity with respect to the S&P 500 and actually refuses to customize this mandate, despite having the ability to do so at scale.

Finally, we end the conversation on a bit of a spicier note, where Devin explains why most market pundits overstate the influence large, scheduled derivative rolls might have on the underlying market.

Please enjoy my conversation with Devin Anderson.

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#Investing #Corey Hoffstein #Trading #Business