Download - Hari Krishnan on Commodity Tail Hedging, Weather Volatility, And “Disaster” VIX Trades

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Forward Guidance

Business:Investing

Hari Krishnan on Commodity Tail Hedging, Weather Volatility, And “Disaster” VIX Trades

2024-01-05

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Hari Krishnan, head of volatility strategies as SCT Capital Management, returns to Forward Guidance to share his many findings from his recent research on commodity investing. Krishnan and Farley also discuss the weather, the continuing dispersion between interest rate volatility and equity market volatility, and if the bond market really is smarter than the stock market. Filmed on December 19, 2024.

Today’s interview is sponsored by Public. Add fixed income to your portfolio with corporate, Treasury, and municipal bonds. Go to https://public.com/forwardguidance to get started.

Follow Hari Krishnan on Twitter https://twitter.com/HariPKrishnan2

Follow Jack Farley on Twitter https://twitter.com/JackFarley96

Follow Forward Guidance on Twitter https://twitter.com/ForwardGuidance

Follow Blockworks on Twitter https://twitter.com/Blockworks_

Use code FG10 to get 10% off Blockworks’ Digital Asset Summit in March: https://blockworks.co/event/digital-asset-summit-2024-london

Timestamps:

(00:00) Introduction

(00:38) Hari's Journey Into Commodities

(10:10) Finding Upside Convexity In Commodity Options

(17:35) Corn

(21:41) Copper and Metals

(22:53) Natural Gas Is Similar To The VIX (most Contango)

(27:27) Seasonality

(30:49) Commodity Stocks

(34:08) Structural Bull Case For Commodities

(38:57) What's Harder - Predicting Weather or Predicting The Stock Market?

(41:22) Bread and Butter Volatility Trading

(44:32) Views On VIX & Implied Volatility

(50:17) Examples of Other "Disaster Trades" In The Volatility World

(51:31) Rate Volatility Is Much Higher Than Equity Volatility - Why?

(55:12) Is The Stock Market Smarter Than The Bond Market?

(01:02:53) Reflexivity, Explained

Disclaimer: Nothing discussed on Forward Guidance should be considered as investment advice. Please always do your own research & speak to a financial advisor before thinking about, thinking about putting your money into these crazy markets.