Carry-Neutral Tail Risk Hedging: The Ambrus Group's revolutionary approach to protecting your portfolioApr 13 2024 0 CommentIn an exclusive interview with Opalesque TV, the founding partners of The Ambrus Group unveil a groundbreaking strategy that is redefining tail risk hedging. Unlike traditional approaches that bleed investor capital during normal market conditions, Ambrus has developed an innovative, carry-neutral model that aims to provide robust protection against market crashes without depleting capital in the interim. Led by industry veterans Kris Sidial, Will Wise, and Sal Abbasi whose experience spans across prestigious firms like Morgan Stanley and Citadel, The Ambrus Group is leveraging deep expertise in proprietary trading to actively manage the "bleed" associated with traditional tail risk strategies. By separating their portfolio into two uncorrelated buckets - one focused on convex protection and the other on alpha-generating trades - Ambrus focuses to self-fund the cost of hedging, effectively delivering crash protection at zero net cost to investors. This approach allows them to capitalize on market dislocations without subjecting clients to the painful drawdowns that plague many tail risk funds. In this video, you will learn:
Kris Sidial, Co-Chief Investment Officer, The Ambrus Group: Kris Sidial is a seasoned derivatives trader with a rich history in the volatility space. Kris began his career under the tutelage of the legendary CBOE trader, Robert Kanter, laying a solid foundation in volatility trading. Kris then further honed his skills as a proprietary trader at both Xanthus Capital and Chimera Securities. Before joining Ambrus, Kris was part of the exotic derivatives trading team at BMO capital markets. With a background of having studied computer science at the University of Pennsylvania, Kris believes in a balanced approach to trading that combines quantitative and discretionary factors. Kris dedicates significant effort to philanthropic causes, notably in supporting Christian programs and initiatives aimed at assisting underprivileged children. Will Wise, Co-Chief Investment Officer, The Ambrus Group: Will has been a highly successful independent trader for more than a decade. Over this time, he has used his knowledge and experience to develop several highly profitable strategies. These include a strategy based on signals that indicate institutional hedging, a strategy exploiting changes to the VIX term structure, and a strategy that exploits intraday price dynamics in equities with unusual trading volumes. Will’s trading and risk management philosophy is to exploit short term market dislocations and temporary supply / demand imbalances, and to cap downside risk. Sal Abbasi, Managing Partner, The Ambrus Group: Sal has over fifteen years of experience in using statistical techniques to analyze trading opportunities. In prior roles, Sal served as Head of Quantitative Credit and Fundamental Credit Technology at Citadel and before that, as Quantitative Developer in Equity Statistical Arbitrage. Prior to Citadel, Sal worked at Morgan Stanley in New York, where he helped launch a profitable spread options trading strategy and a structured commodities trading strategy. Sal holds an MBA from the NYU Stern School of Business. [less] In an exclusive interview with Opalesque TV, the founding partners of The Ambrus Group unveil a groundbreaking strategy that is redefining tail risk hedging. Unlike traditional approaches that bleed investor capital during normal market conditions, Ambrus has developed an innovative, carry-neutral model that aims to provide robust protection against market crashes without depleting capital in the interim. Led by industry veterans Kris Sidial, Will Wise, and Sal Abbasi whose experience spans across prestigious firms like Morgan Sta ...more |
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