EPISODE · Nov 10, 2021 · 1H 14M
03 Volatility Series ft Stefan Wintner — November 10th, 2021
from TopTradersUnplugged.com · host TopTradersUnplugged.com
In today’s episode, Jason Buck is joined by Stefan Wintner of DUNN Capital, to discuss volatility as an asset class, the evolution of the VIX from its inception up until now, some of the mechanics behind the VIX, the relationship between the VIX and the S&P 500, some thoughts on ‘volatility relative-value’ trading, the reliability of the VVIX, building and running models during different market environments, thoughts on kurtosis and skew, and volatility as a necessary component for a large Trend Following firm. IT's TRUE 👀 - most CIO's read 50+ books each year - get your copy of the Ultimate Guide to the Best Investment Books ever written here: http://bit.ly/36bzny2 And you can get a free copy of my latest book "The Many Flavors of Trend Following" here: www.toptradersunplugged.com/book Send your questions to [email protected] Follow Niels & Jason on Twitter: @TopTradersLive & @jasonmutiny And please share this episode with a like-minded friend and leave an honest rating & review on iTunes so more people can discover the podcast.
What this episode covers
In today’s episode, Jason Buck is joined by Stefan Wintner of DUNN Capital, to discuss volatility as an asset class, the evolution of the VIX from its inception up until now, some of the mechanics behind the VIX, the relationship between the VIX and the S&P 500, some thoughts on ‘volatility relative-value’ trading, the reliability of the VVIX, building and running models during different market environments, thoughts on kurtosis and skew, and volatility as a necessary component for a large Trend Following firm. IT's TRUE 👀 - most CIO's read 50+ books each year - get your copy of the Ultimate Guide to the Best Investment Books ever written here: http://bit.ly/36bzny2 And you can get a free copy of my latest book "The Many Flavors of Trend Following" here: www.toptradersunplugged.com/book Send your questions to [email protected] Follow Niels & Jason on Twitter: @TopTradersLive & @jasonmutiny And please share this episode with a like-minded friend and leave an honest rating & review on iTunes so more people can discover the podcast.
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03 Volatility Series ft Stefan Wintner — November 10th, 2021
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