This talk reflects on the gap between calculated risk and experienced uncertainty – and on the uneasy task of investing when probability offers comfort, but not protection.
Oil trading – a unique opportunity to understand stochastic inventories with boundary conditions from “stock-outs” to “tank-tops” followed by practical risk premia and other trading strategies from a successful and experienced trader.
Explaining the returns of trend-following systems and analysing their diversifying properties.
The asset pricing in a granular economy. A few firms are exceedingly large. Results: reduced diversification across stocks and heightened aggregate risk.
The impact of listed options market makers delta hedging on the dynamics of intraday asset prices. 14th September 2021 20210914