Note sull'episodio
About the guest, in his own words:
MARK ANDERSON has been a successful independent derivatives trader for nearly a decade, with experience in data science, applied mathematics, and optimal portfolio construction.
He began his career under the mentorship of experienced fund managers before launching MBH Capital Management.
He is a seasoned derivatives trader with extensive experience in 0 Days To Expiration index options since the market’s inception.
During this time, he has developed several profitable, institutional-level portfolios.
These quantitative portfolios utilize automation to respond to signals that exploit intra-day pricing dynamics in the expiring index options market.
He believes in a balanced approach to portfolio construction, balancing mechanical quantitative trades and long-volatility trad ...