045 - Rob Hanna - Trading the VIX in a Diversified Portfolio

045 - Rob Hanna - Trading the VIX in a Diversified Portfolio

Detailed write-up on all of the concepts discussed here: https://www.algoadvantage.io/podcast/045-rob-hanna

Rob Hanna has been trading since the mid 90's and has slowly progressed from discretionary swing trading to a systematic, research driven approach, while still carrying some of those qualitative features into his quant trading. He trades a diversified set of strategies in equities and ETFs, with a focus on the shorter term (and particularly mean-reversion) models. Of particular interest to me was his VIX trading strategies due to their usefulness as a hedge in times of crises, and because they employ more than just price data (they look to the VIX futures curve - whether in backwardation or contango as a critical filter to his models).

Trading volatility (through the futures, options or ETFs) can be extremely risky, but given the strong edges that are present in trading a consistent down-trending market, it's always of interest to me how traders find a way to profit while minimizing the risks inherent in these models. Rob has been trading the VIX long enough to share some invaluable insights. Enjoy!


The only reliable source for trading COURSES, COMMUNITY & more: https://algoadvantage.io

Jaksot(52)

051 - Samir Varma - Classify Risk Don't Chase Alpha

051 - Samir Varma - Classify Risk Don't Chase Alpha

What does a quantum physicist & inventor bring to quant trading? He thinks differently and is purposefully anti-alpha - instead focusing on risk management. After years of trying conventional risk mod...

14 Huhti 1h 3min

050 – Samir Varma - When Academic Finance Theory Fails

050 – Samir Varma - When Academic Finance Theory Fails

Where Real Edge in Quant Trading Actually Comes FromDo not watch this podcast. This is Part 1 with Samir Varma, and in Part 2 we go into great detail about his quantitative trading. In the Collective,...

6 Huhti 1h 7min

049 - David Bush - Build a High-Performance Quant Crypto Portfolio Without Blowing Yourself Up!

049 - David Bush - Build a High-Performance Quant Crypto Portfolio Without Blowing Yourself Up!

Crypto Trader's Edge Course: https://www.algoadvantage.io/academy/crypto-traders-edge/Most crypto traders are still thinking like coin pickers when they should be thinking like portfolio architects. H...

26 Maalis 55min

048 - Michael Wallace - Dynamic Position Sizing Like You Haven't Seen Before

048 - Michael Wallace - Dynamic Position Sizing Like You Haven't Seen Before

This interview with Michael Wallace (who was inspired by Larry Williams & Ralph Vince) brings a few things to mind. First is the absolute centrality of the role of position sizing in trading, second i...

9 Maalis 1h 7min

047 - Tom Starke - The Basics of Building a Strategy Development Pipeline

047 - Tom Starke - The Basics of Building a Strategy Development Pipeline

Courses, community & more: https://www.algoadvantage.ioThis is part II, part I is Episode 46.I know we all want “quick, actionable take-aways”, but the reality is that foundational principles of strat...

18 Joulu 20251h 35min

046 - Tom Starke - Institutional Quant Trading Fundamentals

046 - Tom Starke - Institutional Quant Trading Fundamentals

Detailed write up on how institutions trade differently: https://www.algoadvantage.io/podcast/046-tom-starke/Part 2: coming soon!Dr Tom Starke trades significant institutional capital as a quant trade...

11 Joulu 20251h 45min

044 — Nick Radge: Want Big Fish? You'll Need a Bigger Rod

044 — Nick Radge: Want Big Fish? You'll Need a Bigger Rod

I think Nick Radge’s edge is actually an architecture: robust, simple, momentum-driven systems stitched together into a portfolio that survives, adapts, and compounds. Across nearly four decades, he’s...

28 Loka 20251h 30min

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