Alpha Exchange Podcast
1) David Puritz, Founder and Chief Investment Officer, Shaolin Capital Management
It was a pleasure to welcome David Puritz back to the Alpha Exchange. A colleague of mine from 25 years ago and now the CIO of Shaolin Capital Management, Dave has some excellent insights to share on ...Show More
2) RoR: Reflections on Risk
In this discussion, I share my thoughts on the backdrop for both SPX realized and implied volatility, as I explore the question of whether there is value in optionality. We have 3 things going in term...Show More
3) Ken Rogoff, Professor of Economics, Harvard and Former Chief Economist, IMF
On this episode of the Alpha Exchange, I had the pleasure of reconnecting with Ken Rogoff, Professor of Economics at Harvard and former Chief Economist at the IMF. In our conversation, we explore them...Show More
4) Kris Kumar, Founder and CIO, Goose Hollow Capital
It was a pleasure to welcome Kris Kumar, founder and CIO of Goose Hollow Capital, back to the Alpha Exchange. Kris presents a compelling argument that traditional economic frameworks centered on consu...Show More
5) Rainy Day Insurance Amidst the Sunshine
As the summer winds down, and there’s so little daily motion in the SPX, the realized vol spike of April feels further in the rear view. I often suggest that periods of calm in the market can cloud ou...Show More
6) Ben Hunt, Co-Founder, CIO and President, Perscient
On this episode of the Alpha Exchange, I was joined by Ben Hunt, Co-founder and CIO of Perscient. Ben has built his career around one powerful idea: that the stories we tell—whether in politics, marke...Show More
7) Distributions have Consequences
On my mind is correlation. There are plenty of financial market correlations, both implied and realized. In equities, we talk a good deal about the correlation implied by the relationship between S&P ...Show More
8) Benn Eifert, Founder and CIO, QVR Advisors
The clearing price of optionality in the market is impacted by a myriad of factors. To be sure, the economy and corporate profit cycle, the stance of monetary policy and geopolitical risk all matter. ...Show More
9) John Marshall, Head of Derivatives Research, Goldman Sachs
It was a pleasure to welcome John Marshall, Head of Derivatives Research at Goldman Sachs, to the Alpha Exchange. Our conversation explores a number of critical topics starting with the meaningful gro...Show More
10) Sayings on Vol and Risk...A Fresh 10
Greetings and salutations loyal listeners, welcome to what promises to be another exciting addition to our Sayings on Vol and Risk. To set the table, last year, I did a 5-part series with 25 Sayings. ...Show More