Chris Cole founded Artemis Capital after the Financial Crisis and their focus is investing in long volatility and second and third order effects of volatility expansion. In this interview, he talks about how they manage the long vol trade during relatively calm markets and how they avoid the negative carry that comes along with it. The interview was filmed in early 2017 so there's no mention of the recent expansion, but if I didn't know any better, I'd say it was filmed just this week.
Here's the link: https://www.youtube.com/watch?v=ywelSxtcrKE
Submitted February 11, 2018 at 10:43AM by mdcd4u2c http://ift.tt/2CcyeaC
