top of page
Blog
Search




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.
2210


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.
2710


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.
440

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.
1,6290


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.
1,3750

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.
370


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.
330


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!
330

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.
300


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.
3170


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?
5360
bottom of page