This quote from Kyle sums it up pretty well: _"Even a small spike in volatility can do a lot of damage, so you really need to understand how your strategies perform in every volatility event you can look at."_
I've been watching more of your recent interviews and I think you've really honed in on asking interesting questions that are right at the front of the audience's mind, great job Andrew! Wishing your channel the best.
great content as always , yet one thing to remember that sigma = t^1/2 is wrong and does not correspond to reality , as it has been shown by Mandelbrot usually this exponents is 1/3 to 1/4 and not 1/2
What was your #1 takeaway from my chat with Kyle? Let me know in the comments below.
This quote from Kyle sums it up pretty well: _"Even a small spike in volatility can do a lot of damage, so you really need to understand how your strategies perform in every volatility event you can look at."_
Front and back month vix ratio to help with switching on/off a mean reversion strategy. Sartino ratio.
I've been watching more of your recent interviews and I think you've really honed in on asking interesting questions that are right at the front of the audience's mind, great job Andrew! Wishing your channel the best.
cheers Vladimir!
That's a big cup or a small head. Good podcast, thanks.
Thanks for watching!
is there any explicit way to support your channel other than trading courses ? I really appreciate your content. Pls keep them coming
hi Phan, you can support by spreading the word and leaving thumbs up and comments on the videos. Glad you're enjoying the content. Cheers!
what is the signal you look for in the VIX term structure Back or Contang?
great content as always , yet one thing to remember that sigma = t^1/2 is wrong and does not correspond to reality , as it has been shown by Mandelbrot usually this exponents is 1/3 to 1/4 and not 1/2