gvol

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

Today we talk with DK and Tolga from DeFi Options protocol Premia. Premia is now on their version 3 protocol release. Their platform provides a broad tradable offering including orderbook, RFQ, AMM/Pool and vaults. Users also have the rare flexibility to "spin-up" new option pools. We also explore DK and Tolga's backgrounds before jumping into crypto and building Premia. Lastly, we close out with their favorite books.

Born in Queens, New York, Terence An graduated from Carnegie Mellon’s School of Computer Science and spent the next six years as a trader at Hudson River Trading. After working on their more traditional US Equities HFT desk, he spent two years developing ultra-low latency strategies, situating him closer to the infrastructure, and ultimately sparking his interest in designing financial markets. The transition to DeFi protocol design was swift and now he runs Itos Finance, the first protocol to empower anyone with access to structured products entirely on chain. Itos is launching their testnet and raising a seed round in September 2023. In his spare time Terence likes to climb, cycle, reattempt his topology textbook, and when possible he spends time living abroad. However, his favorite pastime is of course displacing traditional finance. For more information about Itos visit: https://www.itos.fi/ Twitter: https://twitter.com/itos_fi

Stephan Lutz is the CEO and CFO of BitMEX. He initially joined the company in 2021 as the CFO and was appointed as the group's CEO during late 2022 - one of crypto's most colourful periods. Stephan has been instrumental in driving the exchange's position as one of the crypto derivatives market leaders. It is under his direction that the decision was made for BitMEX to pivot back to its successful origins, with an emphasis placed upon providing professional and institutional traders with a derivatives trading platform that caters to their key needs of liquidity, performance and reliability. Before BitMEX, he was a Senior Partner at PwC for close to a decade, where he advised many of the world's largest financial institutions. Prior to PwC, he held senior positions with Deutsche Börse. His career began in corporate finance and equities trading at Dresdner Bank AG (now Commerzbank AG). Stephan is married with twin boys and enjoys competing in dance in his leisure time.

Gordon is the managing director of sales and trading over at Genesis Trading. Genesis launched the first OTC bitcoin trading desk in 2013. Since then, has grown to facilitate hundreds of billions in annual transactions. Before joining Genesis Trading, Gordon was the director of derivatives at NWI, spending a little over 8-years there. Gordon has vast experience trading volatility in various asset classes and macro environments. Today we talk about Gordon's background, option pricing nuances and the current crypto volatility landscape. Gordon's Book Picks: 1) The Market Wizards 2) Investment Biker 3) The man who solved the market

SOMA.Finance is a fully compliant DEX with AML/KYC infrastructure to allow users to both trade digital assets but also invest and launch new protocols/tokens. Today we talk with Will Corkin, the co-founder of SOMA.Finance to discuss all the functionality of SOMA, the scheduled token launch and future roadmap. Will also discusses his background and his career prior to SOMA. For more information visit: https://www.soma.finance/about-us

Simon Ho is the founder and CEO of T3 Index. T3 has created a competitor to the CBEO VIX index, known as the "Spike" index which is a volatility index derived from SPY options and currently traded on MIAX (Miami Stock Exchange) Simon has an extensive background in options trading. Before founding T3 Simon worked at JPM, Merrill Lynch, Goldman Sachs and Deustsche Bank. Today we talk about Simon's experience as a trader, founder and developments around T3's Bitcoin volatility index, known as "BitVol". To learn more about T3 visit: https://t3index.com/

Thalex is a new derivatives exchange offering perpetuals, futures and future options on both BTC and ETH. Visit: https://www.thalex.com/ Twitter: https://twitter.com/ThalexGlobal Today we speak with Hendrik Ghys, one of the co-founders of Thalex Exchange. We journey into Hendrik's career in Crypto, including his experience valuing Bitstamp for acquisition. We talk about the economics of a crypto exchange as well as the option like pay-off this type business implicitly resembles. We chat about the features that Thalex offers, such as "delta-one rolls" and how this type of innovation can create liquidity. We also discuss the crypto vol. landscape and some of the players in the space.

Panoptic is a new approach to DeFi options. We explore Guillaume's journey from Physics into DeFi Options, as well as his academic background. We talk about protocol specifics, such as the embedded optionality of Uniswap V3 positions and how those can be translated into a DeFi option protocol. More about Panoptic: The Panoptic protocol enables the minting, trading, and market-making of perpetual put and call options. All smart contracts are available 24/7 and users can interact with the Panoptic protocol without the need for intermediaries like banks, brokerage firms, clearinghouses, market makers, or centralized exchanges. Website: https://panoptic.xyz/ Twitter: https://twitter.com/panoptic_xyz Docs: https://panoptic.xyz/docs/intro

Joe Kruy is the head of institutional coverage at Paradigm. Paradigm is a block-trading platform for crypto options, futures and perpetuals. Paradigm executes nearly all of block-trades that are settled on Deribit. Today we explore Joe's background at Deutsche Bank and J.P. Morgan in equity derivatives. We also explore drivers of volume in the crypto options space along with a comparison to traditional options trading funds and strategies. Joe's book recommendation is Option Volatility and Pricing: Advanced Trading Strategies and Techniques By Sheldon Natenberg Twitter: https://twitter.com/jkruy26

Laura has an extensive background in the crypto vol. space. She worked at LedgerX , then Paradigm and now LedgerPrime. Today we explore insights about crypto vol. and the different types of customers within each market segment. We also explore some of Laura's career insights. Twitter: https://twitter.com/VidiellaLaura

Pierino Ursone is the Head of Options over at Deribit, the worlds #1 crypto options exchange. Pierino started his career in the 90's as a market-maker at Optiver. After being a market-marker in the pits, Pierino managed a proprietary options book in the energy space. Pierino Ursone is also the author of the #4 best selling option book globally "How to Calculate Options Prices and Their Greeks" published by Wiley. Today we talk about Pierino's career background then dig into Deribit's launch of DVOL futures.

Delta Exchange is the second biggest Crypto Options exchange by volume and offers innovative derivatives products. It offers daily, weekly and monthly expiry in Bitcoin & Ethereum Options. Pankaj Balani (CEO/Co-founder of Delta Exchange), sits with us to chat about his background, the future of crypto Options markets, how to think through possible growth and retail demand for crypto Options. Website: https://www.delta.exchange/ Twitter: https://twitter.com/Delta_Exchange

TheRealMarty is a crypto vol. twitter OG. Starting with right place at right time in terms of finding BTC (AKA price was low) TheRealMarty went from nothing to learning about spot, TA, then Options (in that order) Art school drop out turned vol trader. He worked a small fund 1-2 years before opening up his own. TheRealMarty now runs small boutique fund - specializing in selling options where he trades mostly on deribit(options)/bitmex(futures)

Matt (AKA: Cryptarbitrage) is currently working on the risk and product team at Deribit. Matt also created Deribit's option education series over the past two years. https://insights.deribit.com/options-course/ Today we chat with Matt about his previous experience in professional poker, sport betting arbitrage and crypto exchange arbs. Twitter: https://twitter.com/cryptarbitrage

Samneet Chepal, CFA is a quant trader and analyst at Ledger Prime. Today we discuss Sam's journey into the markets and quantitative analysis. How did Sam find his way into a quant role versus a typical trading role and why did he end up being in crypto vol. We also explore some differences between market-making and buy side. For the report referenced in the podcast please click the link below Report: Link Here Twitter: https://twitter.com/samchepal

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Today we speak with Johannes, a professional proprietary trader in Europe. We explore Johannes experience learning how to trade early in his career. We visit the crazy experiences he had in now defunct FX bucket-shops. Johannes then explains his views and thoughts trading crypto futures spreads as well as his unique trading insights from experiences in traditional business.

Live on the Ethereum, Polygon, and Arbitrum, Volmex provides traders with the opportunity to directly trade an implied volatility index for BTC and ETH. Today we chat with Cole Konnelly, the founder of Volmex, about his background and journey into building the first on-chain tradable volatility index. For more information Visit: Website: https://volmex.finance/ Volmex Index Charts: https://charts.volmex.finance/ Docs: https://docs.volmex.finance/ Twitter: https://twitter.com/volmexfinance