FORTUNE — Anthony Scaramucci is getting ahead of himself.

On Thursday, his company SkyBridge Capital announced that it had acquired the rights to Wall Street Week, the once-popular Friday evening show on the stock market.

“I’m going to be the host,” says Scaramucci, before his public relations person chimes in that there will actually be more than one host.

“Yeah, but I will be the lead-off host,” says Scaramucci. “It will be a long-format show on the weekends.” His assistant breaks in again, “Okay, it’s still in development, but I am giving you my opinion.”

He’s excited, because, well, he is Scaramucci, a networking genius known by friends and acquaintances as ‘The Mooch,’ and this is his time of year. This week, Las Vegas played host to SALT, Scaramucci’s unapologetically over the top investing confab. This year, the event had nearly 2,000 attendees and speakers that ranged from David Tepper, who was recently ranked the highest paid hedge fund manager on the planet, to General David Petraeus, to basketball star Magic Johnson. There was a pool party with fire breathers and lobster and truffle macaroni and cheese. Lenny Kravitz performed a private concert for Scaramucci’s guests. All at the Bellagio, a casino that caters to the 1%.

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The conference is very much Wall Street. Scientist Neil deGrasse Tyson, who also spoke at the event, was surrounded by a crowd of attendees in a hallway of the hotel to debate the issue of global warming. “It’s just a way to justify redistributing money from rich countries to poor countries,” one attendee contended.

The conference wraps up on Friday. But Scaramucci says the party doesn’t have to stop. “Right now, we have three days of SALT in Las Vegas and three days of SALT in Singapore. That’s six days of SALT,” says Scaramucci. “We could soon have 30 minutes of SALT a week.”

By now, the story of SALT is well known on Wall Street. Scaramucci launched the conference, which stands for SkyBridge Alternatives Investing Conference, six years ago, back when others were calling off conferences, especially in Las Vegas.

Scaramucci, a hedge fund manager himself, wasn’t in the conference business, and planning one this size seems like it would take a lot of work, but he’s made it all work to his advantage. Scaramucci’s hedge fund invests in other hedge funds. The conference serves as a showcase for the funds he has invested in, promoting those managers and their investments. Or perhaps the conference gets Scaramucci into hot funds so they can be promoted. It’s not clear which direction it goes in, but it works. Skybridge now manages over $10 billion, and his returns — last year up 14.3% — while not stellar, are far better than what most other hedge funds turned in last year.

Along the way, Scaramucci has embraced a self-appointed role as the face of the hedge fund industry. He recently wrote an op-ed defending activist investing — the chosen style of Carl Icahn, Bill Ackman, and others — which has grown more popular and controversial lately.

Scaramucci defends the fact that money continues to flow into hedge funds despite the overall lackluster returns of these investment vehicles. “It’s going to the top 40 funds who have had the best performance,” says Scaramucci.

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And he says recent articles expressing outrage about what hedge fund managers are paid — the top 25 of which were recently estimated to have made a collective $21 billion last year — are unfair.

“If you are living in a free market and I have a contract with you, and as a result of that free market contract a hedge fund manager makes $2 billion. Is there envy, jealousy? I understand human emotions well. But tell me where the outrage should be on that. Investors came out well as well.”

On top of all that, Scaramucci is halfway through writing a book on leadership. Here are three (not quite novel) tips on how to lead from ‘The Mooch’:

1. Great teams use the right pronouns.
“It’s we and our, not me and my,” he says.

2. The best leaders are followers.
“You can get anywhere in life as long as you don’t care who gets the credit. That’s the hallmark of very good leadership.”

3. Shake things up.
“This one is really important. If you accept status quo or complacency, your business is going to go into regression.”