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AD Derivs. Podcast (Ep. 48) - Artur Sepp Head Quant @Clearstar Labs
Manage episode 387810040 series 3356661
Artur Sepp is the head quant at family office, Clearstar Labs.
Here Artur has a focus on delta neutral strategies in DeFi markets and CeFi crypto volatility venues, such as Deribit.
Artur has an extensive background in volatility trading and modeling for various firms including Bank of America and Julius Baer.
We talk about Artur's experience. His views on volatility trading and modeling. How he found his way into crypto trading and some of his strategies.
Recently written paper from Artur:
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4606748
Book Recommendations
Euan Sinclair Books:
https://www.amazon.com/s?k=euan+sinclair&crid=32WQ8TRFF9P45&sprefix=euan+sin%2Caps%2C184&ref=nb_sb_ss_ts-doa-p_1_8
Expected Returns:
https://www.amazon.com/Expected-Returns-Investors-Harvesting-Rewards/dp/1119990726/ref=sr_1_1?crid=1B484LK3JJN5C&keywords=expected+returns&qid=1701806342&sprefix=expected+%2Caps%2C168&sr=8-1&ufe=app_do%3Aamzn1.fos.17d9e15d-4e43-4581-b373-0e5c1a776d5d
72 episoder
Manage episode 387810040 series 3356661
Artur Sepp is the head quant at family office, Clearstar Labs.
Here Artur has a focus on delta neutral strategies in DeFi markets and CeFi crypto volatility venues, such as Deribit.
Artur has an extensive background in volatility trading and modeling for various firms including Bank of America and Julius Baer.
We talk about Artur's experience. His views on volatility trading and modeling. How he found his way into crypto trading and some of his strategies.
Recently written paper from Artur:
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4606748
Book Recommendations
Euan Sinclair Books:
https://www.amazon.com/s?k=euan+sinclair&crid=32WQ8TRFF9P45&sprefix=euan+sin%2Caps%2C184&ref=nb_sb_ss_ts-doa-p_1_8
Expected Returns:
https://www.amazon.com/Expected-Returns-Investors-Harvesting-Rewards/dp/1119990726/ref=sr_1_1?crid=1B484LK3JJN5C&keywords=expected+returns&qid=1701806342&sprefix=expected+%2Caps%2C168&sr=8-1&ufe=app_do%3Aamzn1.fos.17d9e15d-4e43-4581-b373-0e5c1a776d5d
72 episoder
Alle episoder
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1 AD Derivs. Podcast (Ep. 71) - Bulat Kaliev, CPO @BABB & @ReDeFi 29:35
1 AD Derivs. Podcast (Ep. 70) - Stephan Lutz, CEO @BitMEX 51:46
1 AD Derivs. Podcast (Ep. 69) Marc Tillement, Director of the Pyth Data Association @Pyth Network 35:09
1 AD Derivs. Podcast (Ep. 68) Bohan Jiang, Head of OTC Options Trading @Abra 27:40
1 AD Derivs. Podcast (Ep. 67) Brent Kochuba, Founder @SpotGamma 33:12
1 AD Derivs. Podcast (Ep. 66) Jake Ostrovskis, OTC @Wintermute 42:02
1 AD Derivs. Podcast (Ep. 65) Neoman007, OTC Trader @ex-GSR 50:24
1 AD Derivs. Podcast (Ep. 64) Michael Dunn, President @Bitnomial Exchange 29:44
1 AD Derivs. Podcast (Ep. 63) Matthew Liu, Co-Founder and CSO @SynFutures 36:11
1 AD Derivs. Podcast (Ep. 62) Ilan Levy-Mayer, VP @CannonTrading 30:11
1 AD Derivs. Podcast (Ep. 61) Bernd Sischka, CCO @PowerTrade 25:26
1 AD Derivs. Podcast (Ep. 60) - Alex Ryvkin, Founder @Rho 33:35
1 AD Derivs. Podcast (Ep. 59) - Bret Kenwell @eToro 29:50
1 AD Derivs. Podcast (Ep. 58) - Stephan and Mario @Bitmex & PowerTrade 29:11
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