Cem Karsan - Gamma, Vanna & Charm

Discussion in 'Options' started by Sprout, Jan 16, 2023.

  1. Sprout

    Sprout



    I feel so dumb listening to this guy and want to understand gooby greeky option speak. This vid seems to focus on how options flows affect the futures market.

    For those that have trading options in their wheelhouse, these guys don't seem to asking quality questions and are a bit doe-eyed.

    Let's discuss.
     
    Last edited: Jan 16, 2023
  2. destriero

    destriero

    Cem is FOS. He's a net-loser long term who applies 3rd moments while shorting naked puts on index. States, absurdly, that he's personally 15% of SPX listed vol. Anything else?
     
  3. Sprout

    Sprout

    Here's what Phind says bout him;

    Who is Cem Karsan
    QUICK ANSWER
    Cem Karsan is a volatility trader, derivatives expert, and the founder of Kai Volatility Advisors and Precision Capital Management. He manages portfolios based on first- and second-order Greeks, known as Charm and Vanna.

    DETAILED ANSWER
    Cem Karsan is a volatility trader, derivatives expert, and the founder of Kai Volatility Advisors and Precision Capital Management. He currently serves as the founder and senior managing partner at Kai. He triple majored in Economics, Policy Studies, and English at Rice University and holds an MBA from Northwestern University’s Kellogg School of Management. Karsan started his career as a volatility trader at the Derivatives Arbitrage Group of RBC Dominion Securities during the years 1999-2002. From 2002-2005, Karsan worked under the supervision of renowned Wall Street investor John Mulheren at Bear Wagner Specialists, wherein he undertook the expansion of the firm’s fledgling derivatives arbitrage business into a notable competitive force in the industry. In 2006, Karsan along with a few other recognized people from the trading arm group of Bear Wagner Specialists, established Precision Capital Management, as his own proprietary firm. The firm specialized in establishing new methods of generating returns and gained industrial attention during the 2008 financial crisis. After gaining experience in building industry-leading derivatives businesses for over a decade, in 2011 Karsan divested his stake at Precision Capital and founded Aegea Capital, a precursor to KAI Volatility Advisors. Kai Volatility Advisors was founded in April 2011. The firm specializes in providing analysis of directional flow indicators and using the information to embrace trend-following strategies in the volatility space.


    If your opinion is that he's not credible, then who would you recommend as an educator to learn more about how options flows affect ES and SPX?
     
  4. destriero

    destriero

    Gain access to legit sell-side vol-research.
     
    newwurldmn likes this.
  5. MKTrader

    MKTrader

    I'm sure he can geek out on options and Greeks all day, but how have his funds performed, especially in the last few years? I know it's harder to find that information for hedge funds, but I can't find any specifics on it. Or do they just provide analysis? If that's the case, you'll be very hard pressed to find how good or actionable his analysis is. But if you're impressed by credentials alone, I guess he's your guy.
     
  6. newwurldmn

    newwurldmn

    there isn’t good research because there’s not a lot of value in understanding these flows. If two guys trade options with each other and neither hedge there is no impact to the market. If both hedge, there is no impact to the market. If one hedges then there is an impact. How do you determine who’s hedging and who isn’t? guys like Cem make it up.

     
  7. Sprout

    Sprout

    The Cem guy seems to have credentials but you’ve saying he’s not legit.

    What's the distinction that makes something legit sell side vol research and can get by hype?
     
  8. Sprout

    Sprout

    You don’t think it determines turning points in ES or SPX?
     
  9. MKTrader

    MKTrader

    Do you think Cem consistently determines turning points for stock indices? If so, why is he not a multi-billionaire by now? He's been in the game over 20 years. Or do you think you'll find trading strategies based on his methods that neither he nor anyone who works with him has figured out yet?
     
  10. destriero

    destriero


    Listen to neww. Flow is a waste of time. Stupid large block trades can offer some value. The vol and CPS-desk output for clients on vol is worth reading, but it's doutbful there is actionable info there. If you have access to that info you probably don't need it or you're likely the source of the flow they are printing in the letter to clients.

    Earning a draw at a firm or starting a buy-side firm doesn't make you a good trader. He's the George Santos of Fintwit. I am not going to repeat what I know, here.
     
    #10     Jan 16, 2023