VOL02: Past, Present, & Future Volatility ft. Noel Smith

Published: Nov. 2, 2021, 10 p.m.

Today Jason Buck is joined by Noel Smith in the second of our series on Volatility. Topics discussed include: the benefits of ensemble investing, the predictability of market volatility, how certain market environments fool investors into thinking they are better than they really are, allocating between different strategies during different market environments, why nothing beats having \u2018skin in the game\u2019, balancing judgement calls versus algorithmic calls, pairs-trading VIX & bonds, determining when an asset is cheap or overpriced, and some thoughts on what might happen if markets enter a \u2018stagflationary\u2019 environment.

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In this episode, we discuss:

  • \tEnsemble investing and its benefits
  • \tWhether market volatility can be predicted ahead of time
  • \tThe ways in which the markets can catch investors off-guard
  • \t\u2018Dialling\u2019 into and out of strategies
  • \tHow Noel\u2019s experience in prop trading and pit trading has helped him today
  • \tFinding the balance between judgement calls and algorithmic signals
  • \tNoel\u2019s VIX and bonds pairs trade
  • \tAssessing the current real value of an asset
  • \tHow to approach investing during a \u2018stagflationary\u2019 environment

Follow Niels on Twitter, LinkedIn, YouTube or via the TTU website.

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