Essential Tier Preview — Legends in Volatility

Published on
August 1st, 2020
Duration
60 minutes

CLOs: Understanding COVID-19’s Impact on Credit – Essential Tier Cut


Essential Tier Preview — Legends in Volatility

Presentations ·
Featuring Jason Buck, Jerry Haworth, Bastian Bolesta, and Christopher Cole

Published on: August 1st, 2020 • Duration: 60 minutes

This is a highlight cut for Real Vision's most recent Ahead of the Curve, made available for all Real Vision members Essential and above. Hosted by Jason Buck of the Mutiny Fund, this three-part journey takes viewers deep into the heart of volatility, featuring interviews with legendary vol investors and traders Jerry Haworth of 36 South, Bastian Bolesta of Deep Field Capital, and Chris Cole of Artemis Capital. Filmed in July 2020. For access to full interviews, join Real Vision Plus.

Comments

  • RT
    Richard T.
    12 October 2020 @ 21:41
    An excellent video, great guests, enjoyable format, and most importantly I am learning a lot (of extra details) too! The Chris Cole segment was especially good (I am just heading into the final segment with Bastian now), and because I watched it on an iPad I was able to take screenshots of the Artemis Capital pages, although I will look up the individual papers in the morning.
  • SC
    Sam C.
    9 September 2020 @ 15:52
    This needs a transcript!
  • ss
    sunny s.
    3 August 2020 @ 02:13
    You guys at Real Vision are amazing. Thank you for these deeper breakdowns into Volatility. How could a retail investor incorporate Long-Vol into her/his portfolio? Any books or write ups on the subject will also be immensely helpful. Thank you.
    • JB
      Jason B. | Contributor
      3 August 2020 @ 21:18
      Check out my partner, Taylor’s writing at MutinyFund.com
    • MK
      Martin K.
      10 August 2020 @ 14:05
      Hari Krishnan's book "The Second Leg Down" discusses this subject.
  • MD
    Marco D.
    2 August 2020 @ 15:32
    Great to have a Saffa in Real Vision, howzit Jerry
    • ig
      ian g.
      4 August 2020 @ 06:08
      Lekker to see other SAFFA boys !
    • TF
      Theodore F.
      10 August 2020 @ 11:53
      Nog een...
  • EB
    Evan B.
    1 August 2020 @ 23:44
    I really enjoyed this series. However, it leaves me wondering how a retail investor with say 30K to allocate can participate in such a similar diversified long vol fund Or is this a strategy reserved for expert investors or the wealthy?
    • DZ
      Dongbin Z.
      8 August 2020 @ 20:16
      The minimal position size for a VIX option ladder that has good leverage upon sharp rise in VIX and at the same time has minimal time decay is like a few hundred $. So the answer is yes. If long vol is your aim, digging into how VIX options works will be worth your time.
  • YB
    Yair B.
    4 August 2020 @ 12:14
    Thank you for adding this to the "essential" tier!
  • BF
    Bartlomiej F.
    2 August 2020 @ 14:47
    Honestly, if there was a life size cutout of Chris Cole For sale I would buy it because I love the guy.
  • SB
    Shaan B.
    2 August 2020 @ 10:59
    Thank you for putting these together - don't get this kind if coverage in the rest of financial media Vol really does seem like the final frontier of active management. I'm hoping to write my ms thesis on long vol reducing sequencing risk
  • sp
    sachin p.
    1 August 2020 @ 19:39
    Brilliant segment
  • JS
    Jon S.
    1 August 2020 @ 15:27
    Can we get the script of this video?
  • JS
    Jon S.
    1 August 2020 @ 15:07
    nice summary! beautiful!
  • PM
    Philip M.
    1 August 2020 @ 14:38
    On Chris's mention of the advantaged statistics surrounding Dennis Rodman, this was from David Berri's analysis. Later advantaged sports analysis found his model was flawed because it over-weighted defensive rebounds (due to skill curves). A way to think about it is most defense rebounds could be grabbed by one defender on the defense. I believe newer methods still rate Dennis Rodman as a great player, but nowhere near a 20 best player of all-time. He did have a very high win differential to usage rate though.
  • RL
    Remmelt L.
    1 August 2020 @ 14:04
    RV, for a contractor this is the information that I need. Thank you for that
  • IW
    Ian W.
    1 August 2020 @ 10:38
    Thanks for doing a supercut for the essential tier :) Greatly enjoyed it!