TheBitCast

Ex-Citadel Quant on Trading the Most Asymmetric Market - Neel Somani

Podcast: Odds on Open · Ethan Kho

Opublikowano: 2026-06-25

Apply to Onyx’s Junior Tech Graduate Scheme here: https://verichain.io/apply/0aa1debe-ac6c-452f-9421-da6cbf4a3e8cIn this episode of Odds on Open, former Citadel quant researcher Neel Somani breaks down the opaque market structure and alpha generation mechanisms driving institutional power and natural gas trading. Neel explores the foundations of competitive edge within power markets, detailing how transmission line congestion, binding physical grid constraints, and localized supply-demand dynamics create highly asymmetric, high-skew assets. The conversation dives into the operational reality of central research desks within multi-manager commodity platforms, focusing on how quants model we...