Why can’t vol managers tell good jokes? Bad timing? Buh dum tsss.
All jokes aside, we’re excited to be back talking Volatility on The Derivative with the Professor, the DJ, the Han Solo of Vol trading, the one and only Benn (with two N’s) Eifert. Benn is Founder and CIO of QVR Advisors and joined us to talk about VIX and options and the overall volatility space. We’re digging deep in this episode about matching hoodies, delta hedging driving gamma flows, hedge funds ability to be aggressive, quantimental approaches, big players & flow dislocation, what the VIX highs really mean, structural patterns in flows, tail risk vs absolute return, the force being out of balance, DJ D-Vol, retail call buying, QVR Advisors, institutional pension volatility sellers, FinTwit, and what professional vol traders are overlooking.
Find the full episode links of The Derivative below:
Follow along with Benn (@bennpeifert) on Twitter, and check out the QVR Advisors website.
