

197: “How to use volatility to outperform the market” – Kyle Schultz
8 snips Aug 10, 2021
Chapters
Transcript
Episode notes
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25
Introduction
00:00 • 2min
How Did You Get Started in the Prop Trading Industry?
01:40 • 2min
Introda Momentum Strategies Are the Holy Grail Trading
03:44 • 2min
Volatility Is a Man Component?
06:02 • 4min
How Do You Apply Volatility in Your Strategies?
09:45 • 2min
Y, So You're Applying Volatility as a Filter to See How the Strategy Performs?
11:26 • 3min
What Type of Volatility Filters Are We Talking About Here?
14:05 • 3min
Vixen Dax and Implied Volatility
17:01 • 2min
How to Get Exposure to Volatility?
18:42 • 3min
When to Trade Mean Reversion and Momentum?
21:59 • 2min
Vix Term Structure as a Regime Filter?
23:54 • 2min
The Back End of the Vix Curve Isn't Moving That Much.
25:59 • 2min
Investing in Equity Market Volatility?
27:48 • 2min
Is Volatility a Good Technical Indicator to Use in Momentum Strategies?
30:03 • 2min
How to Catch Vix Spikes in Volatility Environments?
32:25 • 2min
How to Model Volatility Clusters Using Machine Learning?
34:06 • 2min
Do You Use Any Garch Models to Improve Its Predictability?
36:35 • 2min
How Do You Manage Your Risk?
38:15 • 2min
How Do You Measure the Correlations?
40:14 • 2min
The Best Indicator to Measure Volatility?
42:04 • 2min
When Do You Decide to Quit Trading a Specific Strategy?
44:11 • 2min
What Do You Think Traders Should Be Doing to Prepare for the Future?
45:44 • 2min
How Do I Alicate Funds During Longer Periods?
47:46 • 3min
Trading Trend Following Strategies - Is the Market Trending Up?
50:47 • 2min
Better System Trader Podcast - Thank You
52:43 • 2min