045 - Rob Hanna - Trading the VIX in a Diversified Portfolio
DEC 3, 202565 MIN
045 - Rob Hanna - Trading the VIX in a Diversified Portfolio
DEC 3, 202565 MIN
Description
<p>Detailed write-up on all of the concepts discussed here: https://www.algoadvantage.io/podcast/045-rob-hanna</p><p>Rob Hanna has been trading since the mid 90's and has slowly progressed from discretionary swing trading to a systematic, research driven approach, while still carrying some of those qualitative features into his quant trading. He trades a diversified set of strategies in equities and ETFs, with a focus on the shorter term (and particularly mean-reversion) models. Of particular interest to me was his VIX trading strategies due to their usefulness as a hedge in times of crises, and because they employ more than just price data (they look to the VIX futures curve - whether in backwardation or contango as a critical filter to his models). </p><p>Trading volatility (through the futures, options or ETFs) can be extremely risky, but given the strong edges that are present in trading a consistent down-trending market, it's always of interest to me how traders find a way to profit while minimizing the risks inherent in these models. Rob has been trading the VIX long enough to share some invaluable insights. Enjoy!</p><p><br></p><p>The only reliable source for trading COURSES, COMMUNITY & more: https://algoadvantage.io</p>