Victor Sperandeo On Implied Volatility & Risk Management

Options traders are always talking about Implied Volatility and Historical Volatility. I asked him to set the record straight on them given that he was the largest OTC market maker in options early in his career. People forget he truly knows the options business like not many other guys (or gals). He likens it to the P/E ratio in that in describes the past.

With respect to Risk Management, let’s just say Victor’s opinion is that PMs of 40 Act Companies are less than concerned with Portfolio heat…

Please note: I reserve the right to delete comments that are offensive or off-topic.

4 thoughts on “Victor Sperandeo On Implied Volatility & Risk Management

  1. Pingback: Oil & Energy Price Risk Management 2010 (Conference Alerts … | Management Business Wisdom
  2. please try to do more interviews with Victor, it is always interesting to listen to him, if possible on the next interview, can you ask Victor which currencies does he like if any ?

  3. please try to do more interviews with Victor, it is always interesting to listen to him, if possible on the next interview, can you ask Victor which currencies does he like if any ?

Comments are closed.