White papers, press quotes, public engagements
White papers
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Archegos: the questions nobody asks, April 2021
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Allianz Global Investors – Understand, July 2020
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Can You Arb the StatArbers?, March 2020
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Losing your shirt, institutional style, March 2020
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Comments on Allianz liquidating two hedge funds (WSJ article), March 2020
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What Just happened? Some volatilities were squeezed last week, March 2020
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Gamma Scalping 102 – The Undisclosed Risks, April- May 2019
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Gamma Scalping 101 – Gamma/Theta Trading, April 2019
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Of Slopes and Flops, January – April 2019
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Options on leveraged VIX ETFs – Legal Issues, July 2018 – April 2019
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Don’t Touch the VIX! Oops., presentation, June 2018
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Don’t Touch the VIX! Oops., March-October 2018
Press quotes
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Institutional Investor, AIMCo CEO Kevin Uebelein — Who Oversaw Massive Vol Losses — to Step Down, Nov 2020
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Institutional Investor, How to Lose a Billion Dollars Without Really Trying, June 2020
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Real Vision, The remarkable frequency of once in a lifetime events, May 2020.
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Institutional Investor, ‘Amateurish’ Trades Blew Up AIMCo’s Volatility Program, Experts Say, April 2020
Public engagements
- 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
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FENG AM, Defense of a loss on SVXY options, December 2019
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QWAFAFEW, Defense of a loss on SVXY options, September 2019
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FINRA / St John’s University School of Law, Tenth Annual Securities Dispute Resolution Triathlon, Judge, October 2018
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FENG Banking & Insurance, VIX, derivatives and possible manipulations, September 2018
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QWAFAFEW, VIX, derivatives and possible manipulations, September 2018
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FENG Asset Management, VIX, derivatives and possible manipulations, June 2018
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Webinars, VIX, derivatives and possible manipulations, June/July 2018
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George Washington University, Quantitative Finance, panelist, March 2018
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NYU, Machine Learning Applied to Portfolio Construction, Seminar, October 2017
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NYU/IAQF, How I became a quant, panelist & moderator, 2017
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HFM/CTA Intelligence, Hiring Quant Talent, November 2016
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NYU/IAQF, How I became a quant, panelist & moderator, 2015
Newsletters
- 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
