The World of Equity Hedging, Part II with Jason Buck

The Derivative

Jason Buck is back in this follow-up, Part II episode rehashing all the goings on at Global EQD '23, and he's continuing the conversation on equity market hedging, not to mention interest rate, currency, and more hedging – plus volatility markets and investment strategies with host Jeff Malec.

Jason and Jeff discuss what was discussed, including the influence of Fed policy, abnormally low volatility in equities, cross-asset volatility, and the relationship between skew and put options. Tune in to discover the risks associated with high-frequency trading (HFT) firms in the zero-day-to-expiration market and gain insights into balance and risk management.

Explore supply and demand dynamics, black swan events, and the perspective of market makers. Gain valuable knowledge on the interplay between institutional and retail traders, the importance of diversification in building portfolios, and the comparison between systematic and discretionary approaches to investing — SEND IT!

Chapters:

00:00-01:31=Intro

01:32-10:07= Leaders in Vol – Monetizing Vol, Skew vs puts & commodity Vol can’t be suppressed

10:08-26:00= The volume of ODTE options & when retail flow becomes toxic

26:01-32:55= Complexity, probability & path dependency: Building a resilient portfolio

32:56-48:43= Systematic vs discretionary, the importance of dispersion

48:44-58:54= Fixed income factors and a panel too short

In case you missed it: Check out Part I of this EQD Breakdown here!

Follow along on Twitter with Jason ⁠@jasoncbuck ⁠and ⁠@MutinyFunds⁠ for all updates and also check out the website ⁠mutinyfund.com⁠ for more information.

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