In a #ThrowbackThursday of sorts, we’re bringing you an episode recorded pre-pandemic where we hit the road and traveled to Utah to interview the brain behind Certeza Asset Management, Founder and CIO – Brett Nelson.
Brett is another guest deserving of the moniker VIXpert – having been trading the VIX since it first entered the game, literally trading VIX back when there were a few dozen contracts a day changing hands.
We’ll be covering everything VIX (along with non-VIX topics) including: skiing in Salt Lake, pure volatility futures, being a math nerd, the left and right tail, 19 y/o quant financing, the Spanish pronunciation of Certeza, trading the VIX since inception, term structure, gaming the VIX, proprietary algos, and the best resorts in Utah.
Find the full episode links of The Derivative below:
Chapters:
