Special guest, Bastian Bolesta, joins Jason Buck today to discuss why volatility strategies should be added to our portfolios, how to keep improving as a trader while not over-optimising your systems, how recent large equity selloffs have affected Bastian’s approach to the markets, the average duration of his long volatility trades, how to weight recent data versus long-term data, trading VIX contracts intra-day, shorter-term Trend Following, momentum trading, mean-reversion strategies, and the cash efficiency of intraday models.
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In this episode, we discuss:
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Episode TimeStamps:
00:00 - Intro
02:09 - Why should somebody add volatility strategies into their portfolio?
04:09 - How do you overcome the problem of getting better but not wanting to tinker too much?
11:03 - How has recent market behaviour affected your approach to volatility trading?
22:05 - What is the average duration of your long volatility trades?
28:02 - How do you weight recent data versus long-term data?
31:07 - How do you look at trading intra-day VIX contracts?
37:39 - What gave you the confidence to be able to execute short-term Trend Following?
48:58 - How do you approach momentum trading?
56:16 - Why do you take some of the long-sided trades during equity selloffs?
01:01:38 - Tell us about the mean-reverting products you deal with?
01:07:52 - Talk to us about the cash efficiency of intraday strategies
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