The Macro Trading Floor
The Macro Trading Floor
Alfonso Peccatiello & Brent Donnelly
The Inflation Ghost, Gold and Options
37 minutes Posted May 22, 2026 at 3:04 pm.
0:00
37:25
Download MP3
Show notes
To reach out to Alf: [email protected] (or Alfonso Peccatiello on BBG)
To reach out to Brent: [email protected] (or Brent Donnelly on BBG)
In this episode, Alf and Brent discuss the best risk/reward ways to position for the macro environment ahead of us. They then deep dive into option structures around gold, and the question of increasing sample size of trades to reduce PnL variance against the risk of downgrading your edge and expected value per trade when the sample size increases.