In Man Bites Dog news ...

[Brighton]

Today I saw an announcement about an Options Insider interview with Jared Woodard of Condor Options. I'm not a regular listener but the topic sounded interesting - a recap of some presentations at a derivatives conf. in Florida last week.

The newsworthy item: Mark Longo of Options Insider said something along the lines of "things have surely changed when the black swan guy is now writing options" an obvious reference to Taleb. He left it at that and continued the larger conversation about put skew, portfolio insurance, etc.

Overall, I thought it was a good program with a number of insights to volatility trading, including how retail vs. institutions view and use some of the newer vol products.

http://www.theoptionsinsider.com/tradingtechnology/?p=100032776&qcABC=1

 

[lcs]

yeah it certainly seems like a very interesting conference
Trading Volatility Across Asset Classes
Volatility of Volatility
http://www.cboermc.com/agenda/

here are some more briefs
http://www.cboeoptionshub.com/tag/cboermc/

trying to fish around for materials w/o much luck though.

 

[ferrycorsten]

I know filthy was there.

 

[drownpruf]

I know filthy was there.

lol you sound like a groupie.

wtf is Mark Longo? How does he know what Taleb is doing with his wife's money?

 

[Brighton]

wtf is Mark Longo? How does he know what Taleb is doing with his wife's money?

It was probably a throwaway comment, but I skimmed the interview again and beginning about minute 39 (where the comment occurs) there's a good conversation with these tidbits:

a) some large firms are or should be rethinking tail protection for that 1-in-100 yr risk (a Sinclair comment is referenced here)

b) for those who sell tail protection, the better sales may be at 60 or 90 days rather than shorter term

Edit: For those who are interested, a number of the presentations (pdfs) are now available at http://www.cboermc.com/agenda/