Fourier AM: Targeting mispriced volatility in credit and equities
Trader TV, London
Orlando Gemes discusses Fourier Asset Management’s data-driven, systematic trading approach designed to uncover mispricing between credit and equity markets. He unpacks how his team identifies mispriced volatility in convertible bonds and options; looks at the buy-side’s shift to a gamma-focused approach, and how his models use empirical data for identifying predictable bonds with attractive payoffs.
02.02.2026