Artwork

Content provided by Greg Magadini. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by Greg Magadini or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://player.fm/legal.
Player FM - Podcast App
Go offline with the Player FM app!

AD Derivs. Podcast (Ep. 48) - Artur Sepp Head Quant @Clearstar Labs

39:58
 
Share
 

Manage episode 387810040 series 3356661
Content provided by Greg Magadini. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by Greg Magadini or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://player.fm/legal.

Artur Sepp is the head quant at family office, Clearstar Labs.
Here Artur has a focus on delta neutral strategies in DeFi markets and CeFi crypto volatility venues, such as Deribit.
Artur has an extensive background in volatility trading and modeling for various firms including Bank of America and Julius Baer.
We talk about Artur's experience. His views on volatility trading and modeling. How he found his way into crypto trading and some of his strategies.
Recently written paper from Artur:
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4606748
Book Recommendations
Euan Sinclair Books:
https://www.amazon.com/s?k=euan+sinclair&crid=32WQ8TRFF9P45&sprefix=euan+sin%2Caps%2C184&ref=nb_sb_ss_ts-doa-p_1_8
Expected Returns:
https://www.amazon.com/Expected-Returns-Investors-Harvesting-Rewards/dp/1119990726/ref=sr_1_1?crid=1B484LK3JJN5C&keywords=expected+returns&qid=1701806342&sprefix=expected+%2Caps%2C168&sr=8-1&ufe=app_do%3Aamzn1.fos.17d9e15d-4e43-4581-b373-0e5c1a776d5d

  continue reading

59 episodes

Artwork
iconShare
 
Manage episode 387810040 series 3356661
Content provided by Greg Magadini. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by Greg Magadini or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://player.fm/legal.

Artur Sepp is the head quant at family office, Clearstar Labs.
Here Artur has a focus on delta neutral strategies in DeFi markets and CeFi crypto volatility venues, such as Deribit.
Artur has an extensive background in volatility trading and modeling for various firms including Bank of America and Julius Baer.
We talk about Artur's experience. His views on volatility trading and modeling. How he found his way into crypto trading and some of his strategies.
Recently written paper from Artur:
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4606748
Book Recommendations
Euan Sinclair Books:
https://www.amazon.com/s?k=euan+sinclair&crid=32WQ8TRFF9P45&sprefix=euan+sin%2Caps%2C184&ref=nb_sb_ss_ts-doa-p_1_8
Expected Returns:
https://www.amazon.com/Expected-Returns-Investors-Harvesting-Rewards/dp/1119990726/ref=sr_1_1?crid=1B484LK3JJN5C&keywords=expected+returns&qid=1701806342&sprefix=expected+%2Caps%2C168&sr=8-1&ufe=app_do%3Aamzn1.fos.17d9e15d-4e43-4581-b373-0e5c1a776d5d

  continue reading

59 episodes

All episodes

×
 
Loading …

Welcome to Player FM!

Player FM is scanning the web for high-quality podcasts for you to enjoy right now. It's the best podcast app and works on Android, iPhone, and the web. Signup to sync subscriptions across devices.

 

Quick Reference Guide