Targeting mispriced volatility in credit and equities.
Orlando Gemes discusses Fourier Asset Management LLC/LLP data-driven, systematic trading approach designed to uncover mispricing between credit and equity markets. He unpacks how his team identifies mispriced volatility in convertible bonds and options; looks at the buy-side’s shift to a gamma-focused approach, and how his models use empirical data for identifying predictable bonds with attractive payoffs.
In this episode:
📌 Identifying mispriced volatility in credit and equities
📌 Building a diversified portfolio in convertible bonds
📌 Fourier AM – switching to a Gamma strategy
📌 Empirical Vs. Theoretical data
📌 What else is should desks pay attention to this week?
Find the full show on tradertv.net as well
This show is supported by Cabrera Capital Markets.
[This post was first published on Trader TV]
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