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Analyzing VIX Futures Contract Term Structure and Trading Strategies
Exploring the roll down effect, carry effect, and contract rollovers in VIX futures trading strategies, along with the calculation of momentum and challenges of incorporating individual contract details into trading systems.
Today, Rob Carver shares his insights on buying put options as a tail risk strategy and how trend following can also play a part in tail risk protection...but perhaps not they way some investors may think. Rob also shares his advice for using carry in your strategies when trading rolling futures contracts. We then pivot to hear Rob's thoughts on why the U.S. election appears to be the perfect storm, and we discuss what the outcome of the election will mean for the economy. Rob also explain why he is sceptical about the AI hype and the liability issues that AI poses. Lastly, we discuss the challenges of setting the right level of fees as a manager and how investors may complain about the higher level of fees the multi-billion $ managers charge...yet still chose to invest with them.
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50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED INVESTORS - CLICK HERE
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Episode TimeStamps:
00:26 - A quick talk on football (soccer)
02:09 - What has been on our radar recently?
05:26 - An update on Rob's portfolio.?
09:37 - Industry performance update
12:07 - Q1, Steve: What are Rob's advice for systematic buying of put options as a tail risk strategy?
26:51 - Q2, Luis: Regarding how to use carry in your strategies when you roll from a contract to the next one
33:39 - A discussion on elections
38:36 - The U.S election - a perfect storm?
44:41 - Should you be cautious about the AI hype?
57:04 - Finding the right level of fees that investors should pay?
Copyright © 2024 – CMC AG – All Rights Reserved
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PLUS: Whenever you're ready... here are 3 ways I can help you in your investment Journey:
1. eBooks that cover key topics that you need to know about
In my eBooks, I put together some key discoveries and things I have learnt during the more than 3 decades I have worked in the Trend Following industry, which I hope you will find useful. Click Here
2. Daily Trend Barometer and Market Score
One of the things I’m really proud of, is the fact that I have managed to published the Trend Barometer and Market Score each day for more than a decade...as these tools are really good at describing the environment for trend following managers as well as giving insights into the general positioning of a trend following strategy! Click Here
3. Other Resources that can help you
And if you are hungry for more useful resources from the trend following world...check out some precious resources that I have found over the years to be really valuable. Click Here
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Listen to the best highlights from the podcasts you love and dive into the full episode