68 min listen
Simon Ho, Founder and CEO, T3 Index
FromAlpha Exchange
ratings:
Length:
49 minutes
Released:
Jul 14, 2021
Format:
Podcast episode
Description
With many years experience trading and risk managing derivative exposures, Simon Ho is now the founder and CEO of T3 Index, a financial research and technology firm doing some interesting work in the arena of complex index and product construction. An avid user of VIX products during his time on the buy-side, Simon loved everything about the CBOE suite of vol products but the cost to use them. He set out to create a similar, but more economical product that could compete for the growing user base of investors who sought direct exposure to volatility. With this, SPIKES was born and so too began the journey for Simon and his team to bring a new volatility option and futures product to the market. Next, we explore the newest creation from T3, the BitVol index. Recognizing the interest from investors in trading volatility directly, Simon sees promise in an index that gives end users direct access to implied volatility in Bitcoin. While exploring this, we discuss the characteristics of vol surfaces for assets like Bitcoin, drawing similarity to gold and volatility itself. Lastly, Simon is excited about T3’s work on interest rate volatility, having developed an index he hopes will become a leading instrument to manage risk in this important asset class. I hope you enjoy this episode of the Alpha Exchange, my conversation with Simon Ho.
Released:
Jul 14, 2021
Format:
Podcast episode
Titles in the series (100)
Barry Knapp, Managing Partner, Ironsides Macroeconomics, LLC.: A voracious reader and a market professional for more than 30 years, Barry Knapp has seen his share of bubbles and busts. Starting his career in the early 80’s, he soon after experienced the crash of ‘87 and the mini crash of ‘89. The experience of multi-sigma events like these, overlaid on his careful study economic history, armed Barry early on with an appreciation for the complex ways in which monetary, fiscal and regulatory policy interact with the financial cycle of risk taking. In our conversation, Barry shares his recollections of covering institutional derivatives clients through the tech bubble and the growth of capital structure arbitrage trading in its aftermath. We spend some time on the financial crisis and I gather Barry’s perspective as a senior risk taker at Lehman during that time. And lastly, I solicit Barry’s views on monetary policy in the post crisis era and just how we arrived at interest rates no by Alpha Exchange