AD Derivs: Insights from Crypto Option Traders

AD Derivs. Podcast (Ep. 48) - Artur Sepp Head Quant @Clearstar Labs

December 05, 2023 Greg Magadini Season 2023 Episode 48
AD Derivs: Insights from Crypto Option Traders
AD Derivs. Podcast (Ep. 48) - Artur Sepp Head Quant @Clearstar Labs
Show Notes

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