Thorsten Wegener

Macro Hive Author

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SPECIALITY: Derivatives, Equities,

Thorsten Roland Wegener spent twenty years trading equity derivatives and was a partner at Bear Stearns. Currently, he teaches as well as cooking, driving, and cleaning lots.

His biggest professional achievement? Introducing Capital Guaranteed Products and High Yield Reverse Convertibles to the German Market, beating several public funds in the category fresh funds raised.

Hobbies? History, Science Fiction, Politics (isn’t this all the same?)

MY ARTICLES

In: Hive Exclusives | Global Macro Other Politics

2021 Grey Swan #10: The Year We Finally Knew We Were Not Alone

December 11, 2020

As though 2020’s turmoil was too paltry to earn a prominent spot in the history books of modern civilization, 2021 took a…

In: Deep Dives | Equities Investment Strategy

How S&P500 Performs In Different VIX Regimes

July 08, 2020

‘Be water my friend.’ Elegant, insightful, evocative, and one of the best-known quotes of perhaps the greatest martial artist of all time,…

In: Hive Exclusives | Data, Models & Market Infrastructure Sustainability & Social Issues

Diversity Is Strength, A Trader’s Proof

June 10, 2020

I typically refrain from dipping into the vast array of human resources topics when I can. However, the more prevalent that phrases like ‘sorry, we…

Peak Volatility

In: Deep Dives | Investment Strategy

Peak Volatility – How Hot Can It Get?

March 18, 2020

Is there a concept to approach ‘Peak Volatility’? And if not, why not? No, I am not mixing my words up over recent, let’s politely call it erratic, market…

Market Rally

In: Deep Dives | Equities Investment Strategy

Vanna Rally, Vanna Crash – Now You’re Just Making Stuff Up, Right?!

March 18, 2020

My wife is an ardent fan of the Macro Hive WhatsApp group. It’s got some very bright minds exchanging ideas and analysing the daily happenings in…

Gamma Distribution

In: Deep Dives | Equities Investment Strategy

What Gamma Isn’t

February 26, 2020

Some months back I published an article explaining the so-called Gamma-Flip. It was just when it became fashionable to use terms firmly anchored in…

Elon Musk with Tesla

In: Hive Exclusives | Business & Technology Investment Strategy

Tesla – Still The Devil’s Reject

January 16, 2020

I am going to invest in Tesla now. Definitely. Pretty sure. Well, I guess I should. Maybe I wait a little longer to see where this is going….

Thinking Investor

In: Deep Dives | Equities

Gamma, Gamma, Gamma: A Move After Midnight

January 09, 2020

With the S&P 500 and almost every other major index at critical junctures, loading up on gamma could be a smart move. But what is it?…

In: Deep Dives | Equities Investment Strategy

What’s A Gamma Flip?

December 18, 2019

There is a new buzzword in town: ‘Gamma Flip’. It is used to explain (due to a lack of any sane explanation for current market behaviour) why the S&P seems stuck…

In: Deep Dives | Data, Models & Market Infrastructure

How Understanding Variance Can Change History

November 20, 2019

Occasionally you stumble across an article on the old ‘worldwide web sphere’ (to borrow a phrase from Gordon Brown) that helps you articulate something you already knew but needed spelling out…

In: Deep Dives | Credit Equities FX Investment Strategy Rates

What’s In The Box? From Dead Cats To Implied Volatility

October 09, 2019

The Eye of Horus was a symbol used to protect pharaoh in the afterlife and to ward off evil. Exchange ‘afterlife’ with…

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