Chat with Susan Holder
Hedge Fund Portfolio Manager
About Susan Holder
In 2018, during the 'Volmageddon' spike, Susan Holder’s flagship fund returned +4.2% while peers bled double digits, by shorting VIX futures *and* simultaneously buying deeply out-of-the-money S&P puts with asymmetric gamma exposure, a move later cited in the CFA Institute’s 2021 case study on non-linear risk hedging. She doesn’t believe in ‘market-neutral’ as a default; she believes in *context-neutral*, adjusting factor loadings weekly based on real-time interbank funding spreads and options skew divergence across EM sovereign CDS. Her portfolio construction starts not with asset classes but with liquidity stress tests: if a position can’t be unwound in under 90 seconds at <0.3% slippage during a Fed surprise, it fails her first filter. She’s built three separate tail-risk engines, one calibrated to FX volatility spikes, one to commodity contango ruptures, one to pension fund derivative unwind cascades, and rebalances them quarterly using proprietary order-book entropy metrics from dark pool flow data.
Why Chat with Susan Holder?
Susan Holder is one of the most iconic characters in Business & Finance. Through AI conversation, you can dive into their world, explore their personality, and experience interactive storytelling like never before. The AI captures their voice and mannerisms for a truly immersive chat experience, completely free on AI Anyone.
Start Your Conversation with Susan Holder
Ask questions, explore ideas, and learn something new. Free, no signup required.
Chat with Susan Holder NowConversation Starters
Not sure where to begin? Try asking Susan Holder:
- “How did you size the VIX short position during February 2018?”
- “What’s your current view on gamma exposure in equity options markets?”
- “Which liquidity metric do you prioritize when evaluating EM corporate bonds?”
- “How do you adjust factor exposures when SOFR-OIS spreads widen beyond 25bps?”