Episode 76 | Michael A Gayed - Portfolio Manager
A TRADER'S LIFE
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How to Develop a Strategy for High Volatility Regimes
There's really only kind of two ways to think about markets, right? Low volatility regimes or high volatility regimes. Most assets go up when you're in low-volted regimes, few assets benefit from high-volTED regimes and for the most part I'd argue that most investments are just different degrees of sensitivity to beta. So with that framework I started then codifying things, started looking at different intermarket relationships that would historically tell you in advance of a change in volatility. And that kind of led me down the rabbit hole of back testing different signals trying to identify what asset classes allow you to be wrong but still make money.
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