EPISODE · Nov 7, 2024 · 1H 6M
Making Money from Market Chaos | Inside the Volatility World with Kris Sidial
from Excess Returns · host Excess Returns
In this episode of Excess Returns, Jack Forehand and special guest host Brent Kochuba dive deep into the world of long volatility and tail risk strategies with Kris Sidial, founder of the Ambrus Group. Kris shares invaluable insights from his experience managing volatility-focused strategies and navigating major market events. 🔑 Key Topics Covered: How long volatility strategies work and their role in investment portfolios Behind-the-scenes look at managing vol strategies during market crashes The August 2023 volatility event and what really happened Evolution of the derivatives market and its impact on trading The truth about market liquidity and short volatility positioning How retail options trading has changed market dynamics Kris provides a fascinating glimpse into how vol traders operate during market stress events, explaining how these strategies aim to deliver explosive returns during market crashes while minimizing losses during normal conditions. He also discusses the psychological challenges of running these strategies and the importance of having both quantitative and discretionary elements in volatility trading. Whether you're an institutional investor, retail trader, or just interested in understanding market dynamics better, this episode offers valuable perspectives on an often misunderstood corner of the investment world. SEE LATEST EPISODES https://excessreturnspod.com FIND OUT MORE ABOUT VALIDEA https://www.validea.com FIND OUT MORE ABOUT VALIDEA CAPITAL https://www.valideacapital.com FOLLOW JACK Twitter: https://twitter.com/practicalquant LinkedIn: https://www.linkedin.com/in/jack-forehand-8015094 FOLLOW JUSTIN Twitter: https://twitter.com/jjcarbonneau LinkedIn: https://www.linkedin.com/in/jcarbonneau
What this episode covers
In this episode of Excess Returns, Jack Forehand and special guest host Brent Kochuba dive deep into the world of long volatility and tail risk strategies with Kris Sidial, founder of the Ambrus Group. Kris shares invaluable insights from his experience managing volatility-focused strategies and navigating major market events. 🔑 Key Topics Covered: How long volatility strategies work and their role in investment portfolios Behind-the-scenes look at managing vol strategies during market crashes The August 2023 volatility event and what really happened Evolution of the derivatives market and its impact on trading The truth about market liquidity and short volatility positioning How retail options trading has changed market dynamics Kris provides a fascinating glimpse into how vol traders operate during market stress events, explaining how these strategies aim to deliver explosive returns during market crashes while minimizing losses during normal conditions. He also discusses the psychological challenges of running these strategies and the importance of having both quantitative and discretionary elements in volatility trading. Whether you're an institutional investor, retail trader, or just interested in understanding market dynamics better, this episode offers valuable perspectives on an often misunderstood corner of the investment world. SEE LATEST EPISODES https://excessreturnspod.com FIND OUT MORE ABOUT VALIDEA https://www.validea.com FIND OUT MORE ABOUT VALIDEA CAPITAL https://www.valideacapital.com FOLLOW JACK Twitter: https://twitter.com/practicalquant LinkedIn: https://www.linkedin.com/in/jack-forehand-8015094 FOLLOW JUSTIN Twitter: https://twitter.com/jjcarbonneau LinkedIn: https://www.linkedin.com/in/jcarbonneau
NOW PLAYING
Making Money from Market Chaos | Inside the Volatility World with Kris Sidial
No transcript for this episode yet
Similar Episodes
Mar 21, 2026 ·194m
Feb 28, 2026 ·159m
Feb 21, 2026 ·204m
Jan 17, 2026 ·195m
Dec 20, 2025 ·216m
Dec 7, 2025 ·4m