With seemingly insane bouts of market volatility making headlines for more than a month now, with this company and that strategy losing double digit percentages as markets continue to fall; our team has been fielding a ton of callings asking who’s been capturing a crazy market like this. We’ve also somehow found the time to record a volatility focused podcast or two.

Our answer: active long volatility managers who didn’t predict or act quickly to capture this move, but instead are structurally setup up to capture market sell-offs by definition. We just compiled a list of 9 strategies who are currently capturing this exactly, and one of the leaders among that group is long-vol shop Deep Field Capital.

Deep Field Capital is a Switzerland-based, independent, purely systematic asset manager, developing and trading highly reactive intraday and short-term systematic programs in global futures and equity markets in a top-tier institutional setup. Deep Field strategies seek to provide institutional and other qualified investors with high quality quantitative investment strategies to optimize long term risk adjusted returns.

-

In this podcast episode, we sit down with Bastian Bolesta and talk about designing and implementing effective tail risk strategies, how most of the sell-off has happened in overnight hours, paddle boarding on the Hudson river, whether the “boy” is controlling the machine or the “machine” controlling the boy, Red Cross founder Henry Dunant, the theoretical upper bound of the VIX, squashing the sombrero, and of course…the Coronavirus/COVID-19 pandemic.

For more on Deep Field Capital, take a look at their Quantitative Intraday and Short-term Trading Solutions and follow them on LinkedIn 

Listen to the episode on the following platforms:

• Apple Podcasts
• Spotify
• Stitcher
• Anchor