Episode description
Episode description
Special guest, Bastian Bolesta, joins Jason Buck today to discuss why volatility strategies should be added to our portfolios, how to keep improving as a trader while not over-optimising your systems, how recent large equity selloffs have affected Bastian’s approach to the markets, the average duration of his long volatility trades, how to weight recent data versus long-term data, trading VIX contracts intra-day, shorter-term Trend Following, momentum trading, mean-reversion strategies, and the cash efficiency of intraday models.
-----
50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED INVESTORS - CLICK HERE
In this episode, we discuss:
- Why we should be invested in volatility strategies
- Improving over time but not over-tinkering
- How much markets may have changed in recent years
- The average duration of volatility trades
- Recent data versus long-term data
- Shorter-term Trend Following
- The benefits of cash-efficiency within intraday models
Follow Niels on Twitter, LinkedIn, YouTube or via the TTU website.
IT’s TRUE ? – most CIO’s read 50+ books each year – get your FREE copy of the Ultimate Guide to the Best Investment Books ever written here.
And you can get a free copy of my latest book “Ten Reasons to Add Trend Following to Your Portfolio” here.
Learn more about the Trend Barometer here.
Send your questions to info@toptradersunplugged.com
And please share this episode with a like-minded friend and leave an honest Rating & Review on iTunes or Spotify so more people can discover the podcast.
Follow Jason on Twitter.
-----
Episode TimeStamps:
00:00 - Intro
02:09 - Why should somebody add volatility strategies into their portfolio?
04:09 - How do you overcome the problem of getting better but not wanting to tinker too much?
11:03 - How has recent market behaviour affected your approach to volatility trading?
22:05 - What is the average duration of your long volatility trades?
28:02 - How do you weight recent data versus long-term data?
31:07 - How do you look at trading intra-day VIX contracts?
37:39 - What gave you...