Public engagements

• Rutgers University, Masters of Risk Management and Quantitative Finance, Defense of a loss on SVXY options, April 2023
• MENSA, the business of expert witnessing, February 2023
• Securities Expert Roundtable, moderator, Modern Age of Finance, September 2021
• Securities Expert Roundtable, moderator, Social Media Visibility for Experts?, September 2021
• Seed, Chan & Associates, Cum/Ex Tax Fraud Scheme and the largest White Collar Crime in Europe’s History, May 2021.
• The Boston Podcast, Pod617.com, April 2021
• Finance Unlocked, explanatory videos on derivatives, February 2021 onwards.
• Tweezzle, explanatory videos on derivatives (restricted access), February 2021 onwards.
• Fordham University, Quantitative Finance Research Seminar, Defense of a loss on SVXY options, February 2020

• FENG AM, Defense of a loss on SVXY options, December 2019

• QWAFAFEW, Defense of a loss on SVXY options, September 2019

• FINRA / St John’s University School of Law, Tenth Annual Securities Dispute Resolution Triathlon, Judge, October 2018

• FENG Banking & Insurance, VIX, derivatives and possible manipulations, September 2018

• QWAFAFEW, VIX, derivatives and possible manipulations, September 2018

• FENG Asset Management, VIX, derivatives and possible manipulations, June 2018

• Webinars, VIX, derivatives and possible manipulations, June/July 2018

• George Washington University, Quantitative Finance, panelist, March 2018

• NYU, Machine Learning Applied to Portfolio Construction, Seminar, October 2017

• NYU/IAQF, How I became a quant, panelist & moderator, 2017

• HFM/CTA Intelligence, Hiring Quant Talent, November 2016

• NYU/IAQF, How I became a quant, panelist & moderator, 2015

Press quotes

• Real Vision, What Statistics Say About Hedge Fund Fraud and Tsarist Regimes, April 2022

• Institutional Investor, AIMCo CEO Kevin Uebelein — Who Oversaw Massive Vol Losses — to Step Down, Nov 2020

• Institutional Investor, How to Lose a Billion Dollars Without Really Trying, June 2020

• Real Vision, The remarkable frequency of once in a lifetime events, May 2020.

• Institutional Investor, ‘Amateurish’ Trades Blew Up AIMCo’s Volatility Program, Experts Say, April 2020

White papers

• Archegos: the questions nobody asks, April 2021

• Allianz Global Investors – Understand, July 2020

• Can You Arb the StatArbers?, March 2020

• Losing your shirt, institutional style, March 2020

• Comments on Allianz liquidating two hedge funds (WSJ article), March 2020

• What Just happened? Some volatilities were squeezed last week, March 2020

• Gamma Scalping 102 – The Undisclosed Risks, April- May 2019

• Gamma Scalping 101 – Gamma/Theta Trading, April 2019

• Of Slopes and Flops, January – April 2019

• Options on leveraged VIX ETFs – Legal Issues, July 2018 – April 2019

• Don’t Touch the VIX! Oops., presentation, June 2018

• Don’t Touch the VIX! Oops., March-October 2018 

Newsletters

• Navesink International – February 2022
• Navesink International – December 2021
• Navesink International – November 2021
• Navesink International – October 2021
• Navesink International – September 2021
• Navesink International – August 2021
• Navesink International – July 2021
• Navesink International – June 2021
• Navesink International – May 2021
• Navesink International – April 2021
• Navesink International – March 2021