Forget fat tails, left tails, even tall tales. We’re going into extracting value from long tails of the distribution on the pod in this episode. Vineer Bhansali is a 29-year industry veteran, previously at PIMCO, a Forbes columnist, author of four books on finance, and is currently the founder and CEO of longtail alpha. In today’s episode, we’re talking with Vineer about abstract physics = finance, what constitutes a tail event, negative yielding debt, identifying outlier risks, option-based trend following framework, bond temper tantrums, the start (& current work) of LongTail Alpha, is it the monetization is getting quicker = shorter lived or is it shorter lived = quicker monetization?, figuring out the known unknowns of market nature, and including asset prices in inflation.

Chapters:

00:00-02:23=Intro

02:24-17:33=Physics to Finance & Risky Recreation

17:34-35:06=Action in the Tails

35:07-42:09=Monetization

42:10-58:38=Negative Yield & Debt – How it Could End

58:39-01:12:06=Inflation Protection & Identifying Future Tail Events

01:12:07-01:01:18:23=Favorites

Follow along with Vineer on Twitter and check out LongTail Alpha’s strategies here.

Buy Vineer’s books here.

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