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3 days ago
3 days ago
In this episode, Matthieu Boisot, head of Cross-Asset, Volatility and Intraday Product Development for Quantitative Investment Strategies (QIS), sits down with Eloise Goulder, head of the Data Assets and Alpha Group at J.P. Morgan. They explore the growth in both shorter-dated options and levered ETFs, as well as the participation of retail investors in these markets. They hence discuss the importance of tracking gamma in order to understand and position for intraday market moves. Finally, they discuss the extent to which intraday and volatility alpha strategies have evolved over time, and what the future could hold.
Shownotes:
- Evolution of the Markets Structuring business with Rui Fernandes, Head of Structuring - here
- QIS Developments and the use of LLMs with Deepak Maharaj, Head of Equities and Cross Asset QIS Structuring – here
- Extending the trend, with JP Morgan’s Lead CTA Structurer with Jagadish Chalasani, Investible Indices team – here
This episode was recorded on July 1, 2025.
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