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Erik Townsend and Patrick Ceresna welcome Chris Cole to MacroVoices. Erik and Chris discuss:

  • Recap: What is Dragon portfolio?
  • How has dragon portfolio performed amidst the COVID-19 crisis
  • Consequences of government monetary intervention
  • Long-vol strategy: what worked and what didn’t?
  • What implications could secular inflation bring to dragon portfolio?
  • Commodity trend: what does it mean? 

Download the podcast transcript: [Click Here]

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SPECIAL POST GAME GUEST: Niels Kaastrup-Larsen

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Christopher Cole

Christopher R. Cole, CFA, is the founder of Artemis Capital Management LP and the CIO of the Artemis Vega Fund LP. Mr. Cole’s core focus is systematic, quantitative, and behavioral based trading of volatility and derivatives. His decision to form a fund came after achieving significant proprietary returns during the 2008 financial crash trading volatility futures and options (verified by independent auditor). Cole’s volatility research is highly influential in derivative and macro trading circles and widely quoted by the financial press. His 2012 research paper entitled, “Volatility at World’s End” argued the equity options market was mis-pricing and hedging the wrong tail (left as opposed to right). The paper was credited with re-pricing long-dated volatility, and named one of the best macro-economic thought pieces of the last decade. Mr. Cole is a frequent speaker at industry conferences and in the media. He previously worked in capital markets at Merrill Lynch and structured over $10 billion in derivatives and debt transactions.

Niels Kaastrup-Larsen

Niels Kaastrup-Larsen is Managing Director of DUNN Capital (Europe). DUNN Capital (Europe) is a Swiss entity with which DUNN Capital Management has an exclusive consulting agreement to perform business development for DUNN’s programs in Europe and Asia. Mr. Kaastrup-Larsen has been in the managed futures business since 1990, holding management positions at several leading CTAs, two of which he co-founded. Mr. Kaastrup-Larsen is the founder and host of the world’s leading podcast within the Quant & CTA community, as well as the host of CME Group’s podcast on Managed Futures.