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Harel Jacobson - Trading FX Volatility (S5E10)

Date
2022/08/01
Random
307
Name
Flirting With Models
Description
In this episode I speak with Harel Jacobson, an FX volatility trader. There is a lot that makes the FX volatility market unique.  For starters, the end users are more focused on hedging cash-flow and liquidity than wealth.  Since the underlying is currency pairs, volatility surface arbitrage conditions become multi-dimensional.  And then there is the global geopolitical event calendar to consider. Did I mention that trades are performed, almost exclusively, OTC?  So even something like price discovery, which we take for granted on listed exchanges, is non-trivial.  Especially if you want to backtest a new research idea. This is a fascinating conversation into a fairly niche, but important global market. I hope you enjoy my conversation with Harel Jacobson.
Author
Corey
URL
https://flirtingwithmodels.libsyn.com/harel-jacobson-trading-fx-volatility-s5e10
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