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In a #ThrowbackThursday of sorts, we’re bringing you an episode recorded pre-pandemic where we hit the road and traveled to Utah to interview the brain behind Certeza Asset Management, Founder and CIO – Brett Nelson. Brett is another guest deserving of the moniker VIXpert – having been trading the VIX since it first entered the game, literally trading VIX back when there were a few dozen contracts a day changing hands. We’ll be covering everything VIX (along with non-VIX topics) including: skiing in Salt Lake, pure volatility futures, being a math nerd, the left and right tail, 19 y/o quant financing, the Spanish pronunciation of Certeza, trading the VIX since inception, term structure, gaming the VIX, proprietary algos, and the best resorts in Utah.

Follow along with Brett on LinkedIn and check out the Certeza website to learn more.

And last but not least, don't forget to subscribe to The Derivative, and follow us on Twitter, or LinkedIn, and Facebook, and sign-up for our blog digest.


00:00 - 1:37 = Intro

01:38 - 17:20 = Background

17:26 - 30:18 = Genesis of Certeza

30:26 - 44:42 = The Strategy

44:49 - 58:18 = Term Structure

58:25 - 1:08:36 = Research/Strategy

1:08:44 - 1:15:40 = Favorites

Disclaimer: This podcast is provided for informational purposes only and should not be relied upon as legal, business, or tax advice. All opinions expressed by podcast participants are solely their own opinions and do not necessarily reflect the opinions of RCM Alternatives, their affiliates, or companies featured. Due to industry regulations, participants on this podcast are instructed not to make specific trade recommendations, nor reference past or potential profits. And listeners are reminded that managed futures, commodity trading, and other alternative investments are complex and carry a risk of substantial losses. As such, they are not suitable for all investors. For more information, visit

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