SI39: How to trade the VIX and do Trend Followers have an edge?

Published: June 9, 2019, 2:56 a.m.

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Can the VIX index be traded as part of a successful Trend Following strategy?  Do CTAs have the edge over traditional Hedge Funds by being invested in the less popular markets?  Should some parameters be adjusted according to the market being traded, and can you expect returns from Long Positions & Short Positions to be equal?  We also give our thoughts on MorningStar\\u2019s recent \\u2018Bubble Index\\u2019 experiment, as well as Real Vision\\u2019s recent interview on the subject of \\u2018selling volatility\\u2019.

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Episode TimeStamps:

00:00 \\u2013 Intro

02:55 \\u2013 Weekly review of performance

11:50 \\u2013 Live event update 10/26/19-10/27/19

13:00 \\u2013 Top tweets

45:00 \\u2013 Discussion of Goldman Sachs paper on TF

52:20 \\u2013 Discussion of Morningstar \\u201cbubble\\u201d portfolio article

56:10 \\u2013 Discussion of Real Vision video on volatility 

57:00 \\u2013 Discussion of FT article on South Korea 

01:00:00 \\u2013 Question 1: Ryan; Can the VIX be traded as part of a TF...'