Comments
Transcript
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NEAbsolutely brilliant exchange! Chris Cole has a very effective communication style. Thanks for the whole volatility and Ahead of the Curve series.
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IWFantastic. Thanks guys for this whole series. I just upgraded to RV plus just to watch the full versions after seeing the supercut. Dang... Keep these technical deep dives into options coming. I feel like my IQ goes up 10 points after each one ;)
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SW@Chris @Jason @RV Are there any books or training materials you can recommend on modeling correlation and scenarios "for dummies" - say entry level in excel, in the vein of crawl/walk/run?
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FCI saw those videos on how to implement the long vol share of the portfolio. The trade ideias shared by Patrick are great and useful. But one thing that it’s not clear is how to size it. As an example, allocate roughly 20% to stocks, bonds, gold or even commodities trend following is simppe. You just buy x shares of SPY, TLT, GLD and do an active managment of an commoditiy Etf. But how do i size 20% into a call/puts backspreads portfolio?
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wjBrillant
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DMAn awesome interview, great to hear Chris's point on view and what's on his radar. Not sure if Chris is here or if he's gonna check out the comments, but if so I'm curious to hear some of his thoughts on safe ways to possibly make long vol a positive carry trade in an overall portfolio structure (of course not to give away too many secrets from Artemis!), especially when the CB's objective to a certain extent has been to directly halt vol in the various markets and push vol back down. Thanks for coming on Chris and Jason!
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ESFantastic interview. Wish it had continued for another hour.
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MD5 months left in 2020. Who’s gonna come up with a better metaphor than long vol = the worm? (goat = chris)
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CZWould be interesting to see sensitivity of the dragon portfolio to different vol assumptions. How does it perform at 10-12% vol? Excellent interview. Chapeau bas, Chris!
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ARNot sure what happened with the 'submit' button here. Apologies. Oh - and the hell with the 'retirees'.
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PCBest big picture long vol interview I have ever listen to. I will have to read the transcript and keep studying this area to really understand these concepts that are soaked into Chris. Thank you Chris, Jason & RV TV!
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IOGreat interview! I can always find a nugget of valuable information when Chris speaks. Great questions by Jason as well. Another manager that is just as sharp and we haven't heard from in a while is Nancy Davis. Would love to hear her thoughts on the markets especially following the events in March. Real Vision, please get her back on soon.
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DHFantastic! Very timely insight for one's portfolio reconstruction especially in the phase shifting time I think we are in now and next 12 months. Highly recommend to bring Chris back next several months for an update.
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VGSo good!
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MJFantastic !!!
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DSBrilliant discussion. It takes a thousand metaphors to help me better understand volatility. Keep up the good work. DLS
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DSJapan is an exceptional case. I believe it was Mr. Koo that mentioned that Japan corporation had 10 years to pay off debts while the rest of the world was functioning normally. In addition, the Japanese citizen was and is not in debt like many citizens in the US and EU. The Japanese Government debt is offset by corporate and private savings in Japan, not in the West. The Japanese financial experience cannot be used as a template for the US and EU policies or investment – a different world economy and different balance sheets. DLS
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ARGreat Discussion. I love the line: 'this is not an opinion' and then he goes on to discuss the math in his research. Like a lot of successful folks interviewed on RV - there's not a hint of triumphalism or arrogance. They understand that they're just doing what the math says to do! Very grounded approach. Too bad large swaths of our US culture are now harping that 'math is racist'. This means they'll never pursue that discipline and its sisters, logic and reason..... and will forever be mired in their current condition - with economic consequences for everyone....
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ARGreat Discussion. I love the line: 'this is not an opinion' and then he goes on to discuss the math in his research. Like a lot of successful folks interviewed on RV - there's not a hint of triumphalism or arrogance. They understand that they're just doing what the math says to do! Very grounded approach. Too bad large swaths of our US culture are now harping that 'math is racist'. This means they'll never pursue that discipline and its sisters, logic and reason..... and will forever be mired in their current condition - with economic consequences for everyone....
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ARGreat Discussion. I love the line: 'this is not an opinion' and then he goes on to discuss the math in his research. Like a lot of successful folks interviewed on RV - there's not a hint of triumphalism or arrogance. They understand that they're just doing what the math says to do! Very grounded approach. Too bad large swaths of our US culture are now harping that 'math is racist'. This means they'll never pursue that discipline and its sisters, logic and reason..... and will forever be mired in their current condition - with economic consequences for everyone....
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ARGreat Discussion. I love the line: 'this is not an opinion' and then he goes on to discuss the math in his research. Like a lot of successful folks interviewed on RV - there's not a hint of triumphalism or arrogance. They understand that they're just doing what the math says to do! Very grounded approach. Too bad large swaths of our US culture are now harping that 'math is racist'. This means they'll never pursue that discipline and its sisters, logic and reason..... and will forever be mired in their current condition - with economic consequences for everyone....
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ARGreat Discussion. I love the line: 'this is not an opinion' and then he goes on to discuss the math in his research. Like a lot of successful folks interviewed on RV - there's not a hint of triumphalism or arrogance. They understand that they're just doing what the math says to do! Very grounded approach. Too bad large swaths of our US culture are now harping that 'math is racist'. This means they'll never pursue that discipline and its sisters, logic and reason..... and will forever be mired in their current condition - with economic consequences for everyone....
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CJShould listen to the 2017 chris cole interview with grant williams too. Interesting hearing them talk about crazy valuations debt etc then. They talk about possible black swan events - Covid springs to mind of course but a pandemic at some time was of course inevitable.
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MFGet Chris back in November. Let's see what tail we are headed down.
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JSExcellent
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GMFirst time listening to Chris Cole. Superb 👏👏
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EBWhat a great conversation that even a modestly knowledgeable retail investor can understand due to the clarity. What a great duo-- great interviewer and of course it is wonderful to hear from Chris Cole again! Thank you!
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NJChris Cole is intense looking dude. Love the analogies Rodman like long vol.
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NGThis vol series is amazing. Fascinating.
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JHexcellent. Thank you!
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sgfantastic interview, a lot to digest.....transcript would help
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EOi think we will soon see an extreme case of right tail in both NDX and SPX taking out ATHs...
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OS'Hawk & Serpent' is a great read. Chris is an exceptionally switched on chap. Thanks RV.
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RMLove Chris' work - the guy is the Dennis Rodman of vol! IMHO, I just don't know if I buy a 100 year portfolio allocation. In the last hundred years we benefitted from a gift of almost free commodities, overpopulating the planet by 8x (now hitting/hit peak resources perhaps?). Technology and biotechnology are going to be growth sectors like we've never seen before with automation (robotics, AI/ML), real-time, personalized medicine, etc. In the last century we saw mostly declining interest rates. The dragon might have worked well on an analysis of the last century, but perhaps this century might play out differently. Doesn't detract at all from Chris' points... great interview.
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RCGood interview but not sure how useful this is for retail investors