21. Brett Nelson

In this episode, we talk with Brett Nelson, CIO and founder of Certeza Asset Management. Certeza focuses on investments in volatility using proprietary algorithms to capture perceived mis-pricings in the VIX term structure.

 

We talk about the start of VIX trading from VRO to modern VIX products.  His background from winning math competitions, isolating Vega on S&P options, to being on the vanguard of VIX trading.  Brett has a unique entrepreneurial journey and has found his way outside the traditional paths to being a portfolio manager and volatility trader.