242: Kris Sidial - Volatility Shocks: Positioning for Convex Payouts

Published: Sept. 13, 2022, 9 a.m.

b'Today, we\\u2019re talking volatility with Kris Sidial, Chief Investment Officer at The Ambrus Group. His funds\\u2019 primary objective is to make outsized returns in the event of a market crash, and it therefore serves as a portfolio hedge for investors with heavily weighted long exposure.\\nKris tells of his prop trading roots, before going on to explain the long vol trade and positioning to profit from tail risk events. He also speaks to the other side of the equation; generating absolute returns in the meantime, via active trading strategies.\\nThere\\u2019s a lot to unpack here, but Kris does a tremendous job in explaining strategies and risk management approaches that\\u2019ll leave you with ideas to ponder.\\nLearn more about your ad choices. Visit megaphone.fm/adchoices'