Benn Eifert - Volatility Investing (S2E2)

I am joined today by Benn Eifert, founder of QVR Advisors. QVR specializes in managing option-based strategies and Benn describes what he does as volatility investing. We quickly wade into the deep end with this one. Benn schools me on relative value investing and dismisses my favored mental model of style premia for what he prefers to call “the Star Wars framework.” We chat about volatility ETPs, their impact on the volatility landscape, and how the market has changed since February 2018. And with some spectacular option-driven blow-ups in the last couple of years, I ask Benn for his guidance on how he would think about due diligence in the space. Finally, while Benn deals exclusively with institutions at QVR, I get his thoughts on how volatility investing might play a role for individual investors. We go deep with this one. So let’s dive in. ====== Corey Hoffstein is the CEO and CIO of Newfound Research and portfolio manager of the Return Stacked® ETF Suite. Corey is an active researcher and his work has been published in the Journal of Indexing and the Journal of Alternative Investments. He is also the host of the popular quantitative investing podcast Flirting with Models. Corey holds a Master of Science in Computational Finance from Carnegie Mellon University and a Bachelor of Science in Computer Science, cum laude, from Cornell University. Follow Corey Hoffstein: ▶ Twitter: https://www.twitter.com/choffstein — Follow Flirting with Models: ▶ Apple: https://podcasts.apple.com/us/podcast/flirting-with-models/id1402620531 ▶ Spotify: https://open.spotify.com/show/1IXldCXztfTaZeHbtcDRQI Follow Return Stacked: ▶ Portfolio Solutions: https://www.returnstacked.com ▶ ETFs: https://www.returnstackedetfs.com

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