VOL04: Profiting from Short-Term Volatility ft. Bastian Bolesta
Top Traders Unplugged - Podcast tekijän mukaan Niels Kaastrup-Larsen
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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.-----EXCEPTIONAL RESOURCE: Find Out How to Build a Safer & Better Performing Portfolio using this FREE NEW Portfolio Builder ToolIn this episode, we discuss:Why we should be invested in volatility strategiesImproving over time but not over-tinkeringHow much markets may have changed in recent yearsThe average duration of volatility tradesRecent data versus long-term dataShorter-term Trend FollowingThe benefits of cash-efficiency within intraday modelsFollow 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 [email protected] 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 - Intro02:09 - 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 the...