The LSE Directory / Fintech founders
Kris Sidial is co-founder and Co-Chief Investment Officer of The Ambrus Group, a New York volatility-arbitrage firm founded in 2020 that specializes in "carry-neutral" tail-risk hedging for U.S. equity markets. He studied computer science at the University of Pennsylvania, was mentored by CBOE trader Robert Kanter, traded proprietarily at Xanthus Capital and Chimera Securities, and spent nearly four years on BMO Capital Markets' exotic derivatives and listed options desk before launching Ambrus. On X (@Ksidiii) he posts widely-cited analysis of volatility supply/demand imbalances, dealer positioning, 0DTE options flows, and convexity monetization, with roughly 85K followers as shown on his profile in mid-2026. Ambrus states it was named Volatility Hedge Fund of the Year by HFM and reported a +25.21% single-month gain during the April 2025 volatility event, per the firm's own investor letters.
