
About this episode
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.
I hope you enjoy Brett's insights as much as I did...
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