Sign up to save your podcasts
Or
Share Making Money from Market Chaos | Inside the Volatility World with Kris Sidial
Share to email
Share to Facebook
Share to X
Share to email
Share to Facebook
Share to X
Or
Making Money from Market Chaos | Inside the Volatility World with Kris Sidial
In this episode of Excess Returns, Jack Forehand and special guest host Brent Kochuba dive deep into the world of long volatility and tail risk strategies with Kris Sidial, founder of the Ambrus Group. Kris shares invaluable insights from his experience managing volatility-focused strategies and navigating major market events.
🔑 Key Topics Covered:
How long volatility strategies work and their role in investment portfolios
Behind-the-scenes look at managing vol strategies during market crashes
The August 2023 volatility event and what really happened
Evolution of the derivatives market and its impact on trading
The truth about market liquidity and short volatility positioning
How retail options trading has changed market dynamics
Kris provides a fascinating glimpse into how vol traders operate during market stress events, explaining how these strategies aim to deliver explosive returns during market crashes while minimizing losses during normal conditions. He also discusses the psychological challenges of running these strategies and the importance of having both quantitative and discretionary elements in volatility trading.
Whether you're an institutional investor, retail trader, or just interested in understanding market dynamics better, this episode offers valuable perspectives on an often misunderstood corner of the investment world.
SEE LATEST EPISODES
https://excessreturnspod.com
FIND OUT MORE ABOUT VALIDEA
https://www.validea.com
FIND OUT MORE ABOUT VALIDEA CAPITAL
https://www.valideacapital.com
FOLLOW JACK
Twitter: https://twitter.com/practicalquant
LinkedIn: https://www.linkedin.com/in/jack-forehand-8015094
FOLLOW JUSTIN
Twitter: https://twitter.com/jjcarbonneau
LinkedIn: https://www.linkedin.com/in/jcarbonneau
View all episodes
By Excess Returns
4.8
6464 ratings
In this episode of Excess Returns, Jack Forehand and special guest host Brent Kochuba dive deep into the world of long volatility and tail risk strategies with Kris Sidial, founder of the Ambrus Group. Kris shares invaluable insights from his experience managing volatility-focused strategies and navigating major market events.
🔑 Key Topics Covered:
How long volatility strategies work and their role in investment portfolios
Behind-the-scenes look at managing vol strategies during market crashes
The August 2023 volatility event and what really happened
Evolution of the derivatives market and its impact on trading
The truth about market liquidity and short volatility positioning
How retail options trading has changed market dynamics
Kris provides a fascinating glimpse into how vol traders operate during market stress events, explaining how these strategies aim to deliver explosive returns during market crashes while minimizing losses during normal conditions. He also discusses the psychological challenges of running these strategies and the importance of having both quantitative and discretionary elements in volatility trading.
Whether you're an institutional investor, retail trader, or just interested in understanding market dynamics better, this episode offers valuable perspectives on an often misunderstood corner of the investment world.
SEE LATEST EPISODES
https://excessreturnspod.com
FIND OUT MORE ABOUT VALIDEA
https://www.validea.com
FIND OUT MORE ABOUT VALIDEA CAPITAL
https://www.valideacapital.com
FOLLOW JACK
Twitter: https://twitter.com/practicalquant
LinkedIn: https://www.linkedin.com/in/jack-forehand-8015094
FOLLOW JUSTIN
Twitter: https://twitter.com/jjcarbonneau
LinkedIn: https://www.linkedin.com/in/jcarbonneau
More shows like Excess Returns
View all
Top Traders Unplugged
588 Listeners
Macro Voices
3,065 Listeners
The Meb Faber Show - Better Investing
928 Listeners
Grant’s Current Yield Podcast
656 Listeners
Capital Allocators – Inside the Institutional Investment Industry
794 Listeners
Superinvestors and the Art of Worldly Wisdom
416 Listeners
Flirting with Models
227 Listeners
The Market Huddle
360 Listeners
The Acquirers Podcast
303 Listeners
Value Hive Podcast
89 Listeners
Yet Another Value Podcast
105 Listeners
Forward Guidance
277 Listeners
The Julia La Roche Show
61 Listeners
Thoughtful Money with Adam Taggart
389 Listeners
Monetary Matters with Jack Farley
88 Listeners