Переходьте в офлайн за допомогою програми Player FM !
Hari Krishnan - Market Tremors & Tail Hedging (S5E11)
Manage episode 337034789 series 2952260
Today I am joined by Hari Krishnan, Head of Volatility Strategies at SCT Capital and author of the books Second Leg Down and Market Tremors.
We begin with a discussion of Hari’s newest book, Market Tremors, and the main theoretical idea: Mean Field Theory. Hari lays out both the philosophical underpinnings of the concept as well as how one might interpret it in practice. This leads into a natural discussion of dominant agents, including examples of who they are, how we might go about identifying them, and why they are so important to consider.
In the back half of the conversation, we tackle some more practical considerations of tail risk hedging. This includes key differences between equity and rates markets, how we might structure hedges in today’s market environment, how to navigate path dependency, and why it’s all just a “bag of tricks.”
Please enjoy my conversation with Hari Krishnan.
98 епізодів
Manage episode 337034789 series 2952260
Today I am joined by Hari Krishnan, Head of Volatility Strategies at SCT Capital and author of the books Second Leg Down and Market Tremors.
We begin with a discussion of Hari’s newest book, Market Tremors, and the main theoretical idea: Mean Field Theory. Hari lays out both the philosophical underpinnings of the concept as well as how one might interpret it in practice. This leads into a natural discussion of dominant agents, including examples of who they are, how we might go about identifying them, and why they are so important to consider.
In the back half of the conversation, we tackle some more practical considerations of tail risk hedging. This includes key differences between equity and rates markets, how we might structure hedges in today’s market environment, how to navigate path dependency, and why it’s all just a “bag of tricks.”
Please enjoy my conversation with Hari Krishnan.
98 епізодів
All episodes
×Ласкаво просимо до Player FM!
Player FM сканує Інтернет для отримання високоякісних подкастів, щоб ви могли насолоджуватися ними зараз. Це найкращий додаток для подкастів, який працює на Android, iPhone і веб-сторінці. Реєстрація для синхронізації підписок між пристроями.