In this episode, we talk with Brett Nelson, CIO and
founder of Certeza Asset Management. Certeza focuses on investments
in volatility using proprietary algorithms to capture perceived
mis-pricings in the VIX term structure.
We talk about the start of VIX trading from VRO to
modern VIX products. His background from winning math
competitions, isolating Vega on S&P options, to being on the
vanguard of VIX trading. Brett has a unique entrepreneurial
journey and has found his way outside the traditional paths to
being a portfolio manager and volatility trader.
I hope you enjoy Brett’s insights as much as I