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This podcast is an open-ended exploration of topics relating to growing and preserving your wealth including investing, markets, decision making under opacity, risk, volatility, and complexity. Mutiny Fund is a multi-strategy long volatility fund designed to give retail investors a way to insure their portfolios against volatility, tail risk, and black swan events.
 
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show series
 
In this episode, we talk with Jerry Haworth, CIO and co-founder of 36 South. Jerry has over 32 years of investment experience, and is well known for his thought leadership in the volatility space. He often represents 36 South as a speaker at high profile educational and professional events, and is a frequent guest speaker and writer on volatility i…
 
In this episode, I talk with John Krautsack. John is the Chairman and CEO of EMC Capital Advisors. John and I talk about the history of EMC going all the way back to the unbelievable story of the Turtle Traders. We touch on how EMC has adapted their trend following models over the decades. We discuss how advancements in machine learning and artific…
 
In this episode, I talk with Tim Pickering. Tim is the founder, President and CIO of Auspice. Auspice Capital Advisors is a quantitative investment specialist focused on Alpha and Enhanced Beta managed futures and commodity strategies. Auspice specializes in applying innovative rules-based investment strategies across a broad range of commodity and…
 
In this episode, we talk with Jerry Parker from Chesapeake Capital. Chesapeake has always been a classic trend following CTA. "Trend Following + Nothing" is their firm motto. Over the years Jerry has focused on adding markets to their portfolio. They were one of the few CTAs to trade single stock futures. They started trading single stocks in the '…
 
In this episode, we talk with Aaron Larkin and Matt Laviolette, Co-Founders of Breakout Funds. Breakout Funds, LLC ("Breakout") incorporates quantitative global macro thematic views with current news events to place discretionary short term concentrated trades in futures markets. Our trading approach draws on a combined 30 years of experience in th…
 
In this episode I am joined by Mutiny Fund CIO Jason Buck and our close partner at RCM Alternatives, Jeff Malec. In this quarterly review, we discuss what we saw in markets in Q1 and how various volatility strategies performed. To give a bit of context, Q1 2021 saw The S&P up 6%, and the VIX down about -14.87% though it was fairly range bound. The …
 
In this episode, we talk with Cem Karsan, CIO and Founder of Kai Volatility Advisors (formerly Aegea). After his successful trading career, Cem decided to leverage his volatility arbitrage expertise by improving upon many of the flawed strategies he had witnessed during his tenure as a market maker. To that end, Kai Volatility Advisors has created …
 
In this episode, we talk with Jag Prakasam, CEO of Rotella Capital Management. Jagdeesh Prakasam oversees all aspects of the firm, including its investment, FinTech solution offerings and operations. He joined RCM in 2003 as a Researcher primarily focused on supporting the research efforts in portfolio construction, risk management, and overlay str…
 
In this episode, we talk with Kris Sidial, CIO and founder of Ambrus Group. The Ambrus Group is a volatility arbitrage focused firm that was founded in 2018. The firm takes pride in having a math driven ethos that specializes in leveraging an in-depth knowledge of volatility skew while applying a discretionary twist to quantitative volatility strat…
 
In this episode, we talk with Brett Nelson, CIO and founder of Certeza Asset Management. Certeza focuses on investments in volatility using proprietary algorithms to capture perceived mis-pricings in the VIX term structure. We talk about the start of VIX trading from VRO to modern VIX products. His background from winning math competitions, isolati…
 
In this episode I am joined by Mutiny Fund CIO Jason Buck and our close partner at RCM Alternatives, Jeff Malec. In this quarterly review, we discuss what we saw in volatility markets and how various volatility strategies performed in Q4 of 2020 and what we might expect to see in 2021. We go into the VIX term structure around the election, the impa…
 
In this episode, we talk with Benn Eifert, the managing member and CIO of QVR. He was previously co-founder and co-portfolio manager of Mariner Coria in New York and the Wells Fargo proprietary trading desk, which became Overland Advisors. He holds a PhD in Economics from UC Berkeley. We talk about the history of the derivatives markets and the mix…
 
In this episode, we talk with Diego Parrilla of Quadriga Asset Managers. Diego is an engineer by training and has spent 20 years in the markets. He’s spent most of that time in macro and commodities trading at firms including JP Morgan, Goldman Sachs and Merrill Lynch. He is the author of the bestselling books The Energy World is Flat and Anti-Bubb…
 
In this episode, we talk with Mike Green of Logica. Mike formerly ran Thiel Macro, Peter Thiel’s family office macro fund. We talked with Mike about knowing when and how to monetize your options, what he means when he says a history of markets is a history of transactions, and what he would teach in a one day seminar about the Fed. Also, be sure to…
 
In this episode, my partner and CIO of Mutiny Fund Jason Buck speaks with three of the most experience volatility traders alive today: Jerry Haworth of 36 South, Bastian Bolesta of Deep Field Capital, and Chris Cole of Artemis Capital. This was originally recorded in July 2020 for the financial media channel Real Vision, but contains timeless wisdo…
 
In this episode I am joined by our close partner at Attain Portfolio Advisors Jeff Malec and Mutiny Fund CIO Jason Buck. Now that we’ve had the Mutiny Fund’s first full quarter in the books, Q3 2020, we wanted to get on a podcast and talk through the environment as a way of helping current and potential investors better understand what we do. We’ll…
 
In this episode, we talk with Ernie Chan. Ernie, a physicist by training, is the founder of QTS Capital Management and author of a number of books on Quantitative and Algorithmic Trading. In today’s episode, we talk about Ernie’s tail reaper strategy at QTS which seeks to profit from down moves in the S&P. We go into how Gamma Dealer Hedging and Fo…
 
In this episode, we talk with Matt Rowe from Headwaters Volatility. Matt has over two decades of experience trading volatility at multibillion dollar asset managers. We talk with Matt about why the best portfolios have both long and short volatility and how investors often get the mix wrong. Matt has particularly great point on the importance of ma…
 
In this episode, we talk with Tim Jacobson, founding member of Pearl Capital. Before starting Pearl, Tim worked with a family office and designed Pearl to add a much-needed form of diversification to their portfolio and discovered many other investors have the same need. We talk about common mistakes investors make in evaluating their risk. We then…
 
This is a special episode that was recorded as a panel on Navigating Market Volatility on May 21, 2020. I wanted to publish it here on the Mutiny podcast as I think it provides an interesting and insightful look into what we saw in March 2020 and what we can learn from that about how the volatility landscape, and market landscape more generally, is…
 
In this episode, I sat down to talk with Jason about the market events of March 2020. We start by talking about why many narratives around the market crash may be wrong and the evidence that what we have seen so far is maybe not a harbinger of a crashing economy but rather an institutional liquidity crisis. We then talk through some historical anal…
 
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