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

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Manage episode 387810040 series 3356661
Contenuto fornito da Greg Magadini. Tutti i contenuti dei podcast, inclusi episodi, grafica e descrizioni dei podcast, vengono caricati e forniti direttamente da Greg Magadini o dal partner della piattaforma podcast. Se ritieni che qualcuno stia utilizzando la tua opera protetta da copyright senza la tua autorizzazione, puoi seguire la procedura descritta qui https://it.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

68 episodi

Artwork
iconCondividi
 
Manage episode 387810040 series 3356661
Contenuto fornito da Greg Magadini. Tutti i contenuti dei podcast, inclusi episodi, grafica e descrizioni dei podcast, vengono caricati e forniti direttamente da Greg Magadini o dal partner della piattaforma podcast. Se ritieni che qualcuno stia utilizzando la tua opera protetta da copyright senza la tua autorizzazione, puoi seguire la procedura descritta qui https://it.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

68 episodi

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