1 hr 17 min
Making Market Music with Roy Niederhoffer with Roy Niederhoffer The Derivative
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- Investing
How many families have two brothers who’ve been in the hedge fund game for 30+ years, much less on polar opposites of the long vol/short vol spectrum. We’re talking with the volatility loving, positive skew seeking brother in our episode today, Roy Niederhoffer. Roy is the founder and President of the eponymous R. G. Niederhoffer Capital Management, which has been coding, trading, analyzing, and investing in futures markets since before most of us had a future. We’re talking with Roy about 100-screen backdrops, delivering what’s best for the whole portfolio, not just the fund manager, crisis performance, predicting risk, short-term is the best “-term”, the start of RGN, jazz music, human bias (all the way to 100s of millions of years ago), superstars vs teamwork, the potentially huge difference between getting interest rate trend right and actually making money doing that, playing the lottery in reverse, bitcoin/crypto performance in crisis, and building business around identifying similarities across asset classes.
Chapters:
00:00-02:27= Intro
02:28-17:39=A Musical Dilettante’s path to Hedge Funds
17:40-29:19= Having a Short Vol Brother
29:20-49:20= The Flagship Strategy / My Job’s to Help the Whole Portfolio
49:21-58:11= Yield Curves, Bond Carry and Trend Following
58:12-01:11:28= Talking Sharpe Ratio’s, a Possible Rate Driven Crisis & Markets Moving Forward
01:11:29-01:17:21= Favorites
Follow along with Roy and RGN on their website.
And last but not least, don't forget to subscribe to The Derivative, and follow us on Twitter, or LinkedIn, and Facebook, and sign-up for our blog digest.
Disclaimer: This podcast is provided for informational purposes only and should not be relied upon as legal, business, or tax advice. All opinions expressed by podcast participants are solely their own opinions and do not necessarily reflect the opinions of RCM Alternatives, their affiliates, or companies featured. Due to industry regulations, participants on this podcast are instructed not to make specific trade recommendations, nor reference past or potential profits. And listeners are reminded that managed futures, commodity trading, and other alternative investments are complex and carry a risk of substantial losses. As such, they are not suitable for all investors. For more information, visit www.rcmalternatives.com/disclaimer
How many families have two brothers who’ve been in the hedge fund game for 30+ years, much less on polar opposites of the long vol/short vol spectrum. We’re talking with the volatility loving, positive skew seeking brother in our episode today, Roy Niederhoffer. Roy is the founder and President of the eponymous R. G. Niederhoffer Capital Management, which has been coding, trading, analyzing, and investing in futures markets since before most of us had a future. We’re talking with Roy about 100-screen backdrops, delivering what’s best for the whole portfolio, not just the fund manager, crisis performance, predicting risk, short-term is the best “-term”, the start of RGN, jazz music, human bias (all the way to 100s of millions of years ago), superstars vs teamwork, the potentially huge difference between getting interest rate trend right and actually making money doing that, playing the lottery in reverse, bitcoin/crypto performance in crisis, and building business around identifying similarities across asset classes.
Chapters:
00:00-02:27= Intro
02:28-17:39=A Musical Dilettante’s path to Hedge Funds
17:40-29:19= Having a Short Vol Brother
29:20-49:20= The Flagship Strategy / My Job’s to Help the Whole Portfolio
49:21-58:11= Yield Curves, Bond Carry and Trend Following
58:12-01:11:28= Talking Sharpe Ratio’s, a Possible Rate Driven Crisis & Markets Moving Forward
01:11:29-01:17:21= Favorites
Follow along with Roy and RGN on their website.
And last but not least, don't forget to subscribe to The Derivative, and follow us on Twitter, or LinkedIn, and Facebook, and sign-up for our blog digest.
Disclaimer: This podcast is provided for informational purposes only and should not be relied upon as legal, business, or tax advice. All opinions expressed by podcast participants are solely their own opinions and do not necessarily reflect the opinions of RCM Alternatives, their affiliates, or companies featured. Due to industry regulations, participants on this podcast are instructed not to make specific trade recommendations, nor reference past or potential profits. And listeners are reminded that managed futures, commodity trading, and other alternative investments are complex and carry a risk of substantial losses. As such, they are not suitable for all investors. For more information, visit www.rcmalternatives.com/disclaimer
1 hr 17 min