Forget fat tails, left tails, even tall tales. We’re going into extracting value from long tails of the distribution on the pod in this episode. Vineer Bhansali is a 29-year industry veteran, previously at PIMCO, a Forbes columnist, author of four books on finance, and is currently the founder and CEO of longtail alpha. In today’s episode, we’re talking with Vineer about abstract physics = finance, what constitutes a tail event, negative yielding debt, identifying outlier risks, option-based trend following framework, bond temper tantrums, the start (& current work) of LongTail Alpha, is it the monetization is getting quicker = shorter lived or is it shorter lived = quicker monetization?, figuring out the known unknowns of market nature, and including asset prices in inflation.
Find the full episode links f The Derivative below:
Follow along with Vineer on Twitter and check out LongTail Alpha’s strategies here.
Buy Vineer’s books here.