May 2, 2022
In this episode, I talk with Kris Sidial, Co-CIO at The Ambrus Group. The Ambrus Group is a volatility arbitrage focused firm that was founded in 2020. The firm takes pride in having a math-driven ethos that specializes in leveraging an in-depth knowledge of volatility skew. Ambrus applies a discretionary twist to quantitative volatility strategies with the purpose of protecting investors from tail risk events in the U.S equity markets.
Kris and I talk about "buy the dip" dynamics to markets. Can a hedged market crash? The no ego style of managing a Hedge Fund. Opportunities for retail investors in areas that institutions will not touch. How did he trade the VXX dislocation.
I hope you enjoy this conversation with Kris as much as I did...