VOL06: Finding True Value in the World of Volatility ft. Benn Eifert

Published: Jan. 5, 2022, 1 a.m.

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On today\\u2019s episode, Hari Krishnan is joined today by Benn Eifert, to discuss running a volatility fund, the benefits that Benn gets from using Twitter, how to effectively serve clients as a volatility trader, the drawbacks of hedging via ETFs, monitoring market flows, the popularity of short-dated options, implied volatility versus realised volatility, how correlations change over time, balancing family-life with managing a fund, and the new normalisation of working from home.

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In this episode, we discuss:

  • A behind the scenes look at running a volatility fund
  • How to use Twitter as an investor
  • Bringing value to clients as a volatility trader
  • Hedging via ETFs
  • Market flows
  • Options
  • Implied volatility
  • Finding a good work & life balance

Follow Niels on Twitter, LinkedIn, YouTube or via the TTU website.

IT\\u2019s TRUE ? \\u2013 most CIO\\u2019s read 50+ books each year \\u2013 get your FREE copy of the Ultimate Guide to the Best Investment Books ever written here.

And you can get a free copy of my latest book \\u201cThe Many Flavors of Trend Following\\u201d here.

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Send your questions to info@toptradersunplugged.com

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Follow Hari on Twitter.

Follow Benn on Twitter.

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Episode TimeStamps:

00:00 - Intro

02:20 - How did you end up running a Volatility fund?

06:39 - Why did you join a Vol fund instead of a Global Macro fund?

09:30 - What do you gain from being on Twitter?

11:50 - Explain some of the methods behind how you serve your clients

16:19 - What are some of the weaknesses of hedging via ETF products?

19:44 - Do you find a lot of value in monitoring the flows into various markets?

23:34 - Why is it people are so eager to sell shorter-dated options?

26:17 -...'