AI-powered
podcast player
Listen to all your favourite podcasts with AI-powered features
2min chapter
197: “How to use volatility to outperform the market” – Kyle Schultz
Better System Trader
How to Model Volatility Clusters Using Machine Learning?
Vix central dot com is a great source where t it has all the vixd term structure data out there. A classification could be incredibly interesting for for modelling valve because you can really create some distinct classifications, and use that o am create strategies for each of those classifications. Back when i was back testing strategies and ran python, i would call from quandel for most of their vix futures data. Ola cueston: How dyou get historical information about the vix term structure? Andot cossin: Have you modeled volatility clusters?
00:00
Transcript
Episode notes
Get the Snipd
podcast app
Unlock the knowledge in podcasts with the podcast player of the future.
AI-powered
Discover
highlights
Listen to the best highlights from the podcasts you love and dive into the full episode
Save any
moment
Hear something you like? Tap your headphones to save it with AI-generated key takeaways
Share
& Export
Send highlights to Twitter, WhatsApp or export them to Notion, Readwise & more
AI-powered
podcast player
Listen to all your favourite podcasts with AI-powered features
Discover
highlights
Listen to the best highlights from the podcasts you love and dive into the full episode