Today we talk with Chris Sidial, Chief Investment Officer at Ambras Group, about volatility. His fund’s primary objective is to generate outsized returns in the event of a market crash, and thus an investor’s portfolio with a heavy weighting of long-term exposures serves as his hedge.
Kris discusses the roots of prop trading and explains long volume trades and positioning to profit from tail risk events. He also speaks to the other side of the equation. Meanwhile, he produces absolute returns through his active trading strategy.
There’s a lot to unravel here, but Kris does a great job explaining his approach to strategy and risk management, leaving us with some thought-provoking ideas.
Disclaimer
Trading in financial markets involves the risk of loss. Podcast episodes and other content produced by Chat With Traders are for informational or educational purposes only and do not constitute trading or investment recommendations or advice.
Topic and Timestamp
Note: Exact time depends on current ad.
- 03:00 – Background: Teaching Under Volatility Veterans, The Origins of Prop Trading
- 12:30 – Long Boll Strategy: The Insurance Analogy, Positioning for Protection and Profit
- 37:45 – Absolute Return Strategy: Reducing Long Volume Bleed, Behavioral Modeling
- 48:40 – Risk Management: Risk Taking, Fractional Kelly Bet Sizing
Kris Sidial: CIO of Ambrus Group