GM44: Insights From Inside Credit Suisse ft. Mika Kastenholz
发布时间 2023-06-07 07:00:00 来源
摘要
Our guest Mika Kastenholz shares his insights running a global, cross-asset class macro trading business within a major investment bank in this episode. We learn about potential volatility mismatches in the equity index and fixed income markets, distortions in the yield curve caused by regulatory changes, and a general decline in the appetite for risk taking in the banking sector post-2008. Mika also discusses the viability of crisis prediction using quantitative models, and positioning risk in the convertible bond market. This episode offers a rare perspective into the way a major sell side player thinks about risk and opportunity.-----EXCEPTIONAL RESOURCE: Find Out How to Build a Safer & Better Performing Portfolio using this FREE NEW Portfolio Builder Tool-----ATTENTION TTU TRIBE : SIGN-UP for Rick Rule's Symposium: Once in a life-time natural resource insights from the BEST investors in the world via a first-class livestream or Live event!Follow Niels on Twitter, LinkedIn, YouTube or via the TTU website.IT’s TRUE ? – most CIO’s read 50+ books each year – get your FREE copy of the Ultimate Guide to the Best Investment Books ever written here.And you can get a free copy of my latest book “The Many Flavors of Trend Following” here.Learn more about the Trend Barometer here.Send your questions to [email protected] please share this episode with a like-minded friend and leave an honest Rating & Review on iTunes or Spotify so more people can discover the podcast.Follow Hari on Twitter.Follow Mika on LinkedIn.Episode TimeStamps: 02:20 - Introduction to Mika Kastenholz09:25 - Working with econophysics10:52 - Finding the perfect size12:05 - Mika's view on naive sizing13:19 - The macro perspective16:27 - Depressed commodities and the inverted yield curve18:46 - A changing environment21:01 - The impact of post 2008 regulations23:29 - Hedging the autocallable...
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