SI39: How to trade the VIX and do Trend Followers have an edge?
Episode description
Can the VIX index be traded as part of a successful Trend Following strategy? Do CTAs have the edge over traditional Hedge Funds by being invested in the less popular markets? Should some parameters be adjusted according to the market being traded, and can you expect returns from Long Positions & Short Positions to be equal? We also give our thoughts on MorningStar’s recent ‘Bubble Index’ experiment, as well as Real Vision’s recent interview on the subject of ‘selling volatility’.
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50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED INVESTORS - CLICK HERE
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Episode TimeStamps:
00:00 – Intro
02:55 – Weekly review of performance
11:50 – Live event update 10/26/19-10/27/19
13:00 – Top tweets
45:00 – Discussion of Goldman Sachs paper on TF
52:20 – Discussion of Morningstar “bubble” portfolio article
56:10 – Discussion of Real Vision video on volatility
57:00 – Discussion of FT article on South Korea
01:00:00 – Question 1:...