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Harnessing Volatility: Trading Insights from Rob Hanna

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Manage episode 421242774 series 2359874
Content provided by QuantLabs.net. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by QuantLabs.net or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://ppacc.player.fm/legal.

Good day, everybody. Today is May 30th. This is now Bryan from quantlabsnet.com. Our platform is transitioning to a new web domain, and the previous one will be phased out within the next 30 days. Let's dive into an insightful article from Bettersystemtrader.com titled, A New Approach to Trading Volatility with Rob Hanna.

The article highlights the inverse relationship between the VIX and the S&P 500, and how traders can use VIX signals to time their trades on the S&P 500. Interestingly, a similar inverse relationship exists between Bitcoin and the US dollar, providing another avenue for trading strategies.

Another key point is that using the S&P 500 to time its own trades can be more effective than relying on the VIX. The article suggests that short-term indicators for the S&P 500 are better predictors of VIX movements. Additionally, traders might find value in using the S&P 500 to time the VIX, potentially reducing the length of drawdowns.

For a deeper understanding, the article includes video clips explaining these concepts. If you're into algo trading, these insights could be particularly beneficial. To stay updated, visit quantlabs.net/book and join the email list.

  continue reading

148 episodes

Artwork
iconShare
 
Manage episode 421242774 series 2359874
Content provided by QuantLabs.net. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by QuantLabs.net or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://ppacc.player.fm/legal.

Good day, everybody. Today is May 30th. This is now Bryan from quantlabsnet.com. Our platform is transitioning to a new web domain, and the previous one will be phased out within the next 30 days. Let's dive into an insightful article from Bettersystemtrader.com titled, A New Approach to Trading Volatility with Rob Hanna.

The article highlights the inverse relationship between the VIX and the S&P 500, and how traders can use VIX signals to time their trades on the S&P 500. Interestingly, a similar inverse relationship exists between Bitcoin and the US dollar, providing another avenue for trading strategies.

Another key point is that using the S&P 500 to time its own trades can be more effective than relying on the VIX. The article suggests that short-term indicators for the S&P 500 are better predictors of VIX movements. Additionally, traders might find value in using the S&P 500 to time the VIX, potentially reducing the length of drawdowns.

For a deeper understanding, the article includes video clips explaining these concepts. If you're into algo trading, these insights could be particularly beneficial. To stay updated, visit quantlabs.net/book and join the email list.

  continue reading

148 episodes

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