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SI225: 2023...Another Great Year for Trend Following? (TTU Group Part 2)

Top Traders Unplugged

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Vol Is an Asset Class and How Do Different Asset Classes Perform?

Jim, we've done a recent study looking during inflationary kind of secularly inflationary regimes how do different asset classes perform. We find that risk premium go up because there's less liquidity in short-term volatility goes up for equities for gold for treasuries for fx and ironically the one that it doesn't go up for is oil and commodities which is kind of counterintuitive. Jim from a vol point of view a change in in in interest rates like this would be an interesting place to step in both in terms of more positive trend or buying vol.

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