The LSE Directory / Quant researchers
Harel Jacobson is an Israeli FX volatility portfolio manager at Capstone Investment Advisors in London, writing publicly as VolQuant on X and Medium. He entered derivatives markets as a support representative at SuperDerivatives during his economics degree, became a quant trader and FX/rates volatility portfolio manager, and managed a cross-asset volatility and systematic portfolio at Tel Aviv firm Oporto Delta before joining Capstone; he says he was voted 2008 rookie trader of the year. His long-form essays cover volatility smiles, delta and smile-risk hedging, exotic options, realized-vol estimation and the history of volatility models, and he has appeared on podcasts including Flirting with Models (S5E10, 2022) and The Market Huddle. As of mid-2026 his X account showed roughly 26K followers per third-party snapshots, and his Medium profile listed about 4.7K followers.
