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Flirting with Models

Sep 20, 2020

In this episode I am going to read Newfound’s latest research paper, LIQUIDITY CASCADES: The Coordinated Risk of Uncoordinated Market Participants.

This reading will refer to a number of figures within the paper, so I urge you to go to our website,, and download the PDF so you get better follow...

Sep 8, 2020

My guest this episode is Kris Sidial, co-CIO of The Ambrus Group, a volatility arbitrage focused firm founded in 2018.

Kris recently joined Ambrus after spending several years on BMO’s exotic and listed options desks. While time on these desks gave Kris the experience of managing a large derivatives book,...