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Noel Smith, Leo Capalleja & Sebastian Pachon
- Sep 20
- 5 min
Dispersion Trading Part 3
In part three of this series, we provide a toolkit for anyone who is interested in trading dispersion.
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Noel Smith
- Aug 3
- 1 min
Video: Noel Smith interviewed by Mike Green and Harley Bassman of Simplify
Noel Smith discusses the changes in market structure created by high-frequency trading and short-tenor options.
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Brian Lang
- Jul 28
- 1 min
Options Volatility, Regimes & Edge | Noel Smith of Convex Asset Management
How to examine and trade correlation, skew, VIX & volatility ETN's (UVXY, VXX, XIV), dispersion, 0DTE options.
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Noel Smith, Leo Capalleja & Sebastian Pachon
- Jul 10
- 5 min
Dispersion Trading Part 2
Implied volatility expectations vs. reality and why they matter for option valuation and Dispersion trading.
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Noel Smith, Leo Capalleja & Sebastian Pachon
- May 23
- 2 min
Dispersion Trading Part 1
The Dispersion trade is directionless and usually profits from unexpected news about individual stocks.
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Noel Smith
- May 1
- 1 min
Podcast: Noel Smith on My Worst Investment Ever
Noel Smith discusses lessons learned along his 25-year trading career and details his losing Enron trade.
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Noel Smith
- Jan 30
- 1 min
Video: The Age of Turbulence - Noel Smith on Lead-Lag
Noel Smith discusses the performance of options strategies through the COVID pandemic and presents rationale for actionable ideas.
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Noel Smith
- Aug 1, 2022
- 1 min
Video: Why the Market isn't Crashing
Noel Smith's June prediction that the market would not crash played out well. Does Noel think volatility will return? Watch to find out!
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Noel Smith
- May 20, 2022
- 1 min
Video: Noel Smith featured on The Derivative Part 2/2
In part two of this two-part episode of The Derivative, Noel Smith discusses Convex's main options strategies in detail.
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Noel Smith & Leo Capalleja
- Feb 9, 2022
- 3 min
Risk Parity and Why You Should Care
Used by the largest hedge funds, this strategy could be a victim of its own success due to its popularity and systemic risk to correlation.
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Noel Smith & Leo Capalleja
- Dec 23, 2021
- 3 min
Correlation, A Hidden Risk To Your 60/40 Portfolio
The 60/40 portfolio has worked well for a long time. But what if stocks and bonds move down at the same time?
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