Bridge over ocean
28 September 2020 Multimedia

Inside the Mind of a VIX Pioneer

  1. Sandy Rattray

Sandy Rattray, CIO of Man Group, shares how he came to co-create the formula for trading futures contacts tied to the CBOE Volatility Index, better known as the VIX. He also discusses whether the VIX is a fair estimate of volatility, concerns about the "snowballing" power of the VIX, building a work culture suited to data scientists and machine learning experts, and the future of investing and the role of technology and data.

The Take 15 Series is a collection of illuminating, short conversations with noted economists, best-selling authors, leading researchers, and successful practitioners on topics ranging from geopolitics and whistleblowing to irrationality and outlooks.

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