Better System Trader cover image

197: “How to use volatility to outperform the market” – Kyle Schultz

Better System Trader

00:00

The Best Indicator to Measure Volatility?

Standard deviation is the standard measure, but it's not the best. You want to use a sortino ratio, which uses return to downside deviation or calma ratio and omega ratio. Positive returns, high hi A positve returns. That's looking at the distribution of returns.

Transcript
Play full episode

The AI-powered Podcast Player

Save insights by tapping your headphones, chat with episodes, discover the best highlights - and more!
App store bannerPlay store banner
Get the app