The Quant / Financial Engineering Podcast

"The January Effect" and Stock Prices


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Professor Zoro speaks with Brett Friedman about one of the most popular Wall Street auguries the so-called “January Barometer,” or the belief that the market’s investment performance in January is indicative of the rest of the year.
Brett Friedman has managed risk for over 30 years and has broad experience working with financial institutions in risk management and operations. He has built and managed three risk management organizations from scratch, two trading startups, and has transacted on numerous exchanges and OTC markets, He brings a vast amount of first-hand risk management, operations, and valuation experience.
Mr. Friedman was formerly the Chief Risk Officer of Ospraie Management, an $8 billion natural resource-based hedge fund and private equity group. Earlier in his career, Mr. Friedman served as a Partner at Risk Capital Management, Chief Risk Officer for three energy trading firms, worked for 10 years as an energy futures and options trader, and traded foreign exchange futures and options for the Union Bank of Switzerland. He started his career at the Federal Reserve Bank of NY.
Mr. Friedman is a monthly contributor to OptionMetrics, the premier provider of historical options and implied volatility data.
https://optionmetrics.com/blog/the-january-barometer-fact-fiction-or-both/
Patrick Zoro
https://www.linkedin.com/in/patrick-z-08bb5b5a/
Lehigh Master in Financial Engineeringhttps://business.lehigh.edu/academics/graduate/masters-programs/ms-financial-engineering
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The Quant / Financial Engineering PodcastBy Patrick J Zoro

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