We have a really interesting one here for you today, one that may challenge your existing thoughts on trading models.
I know this episode has certainly made me think about it from a different angle, so I hope you enjoy this.
Our guest for this episode is Kevin Saunders from Tribelet Capital.
Kevin is a specialist in electronic trading across many international exchanges, co-founding Non Correlated Capital in 2009, which later became a licensed CTA with more than USD 40 million under management.
He has won a bunch of awards for his trading and academic achievements, and he also developed a program here in Australia called the “Joey Experiment” which we’re going to talk a little bit about as well.
In our chat today you’ll discover:
Sounds interesting? Well let’s get started, and jump over now to my chat with Kevin.
In this podcast episode we’re going to be talking about something that can have a huge impact on the markets and on trading strategies. It’s something that can happen very quickly and cause a lot of damage, and that is spikes in volatility.
And our special guest to discuss volatility spikes today is Andrew Thrasher, who published a research paper called ‘Forecasting a Volatility Tsunami’, which won the Charles Dow award in 2017.
Whenever the VIX is at low levels we here all about in the mainstream media, with the implication that it’s about to rise, however a low level in the VIX alone doesn’t necessarily mean volatility is going to increase, and in our chat today Andrew is going to explain why and he’s also going to share his research and the 3 key factors that can actually improve predictions of volatility spikes.
In our chat today you’ll here: