In this Take 15 episode, Sandy Rattray, CIO of Man Group, discusses whether the VIX is a fair estimate of volatility, building a work culture for data scientists and machine learning experts, and the role of technology and data in investing.
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.