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

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

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’s recent ‘Bubble Index’ experiment, as well as Real Vision’s recent interview on the subject of ‘selling volatility’.

-----

50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED INVESTORS - CLICK HERE

-----


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

IT’s TRUE ? – most CIO’s read 50+ books each year – get your FREE copy of the Ultimate Guide to the Best Investment Books ever written here.

And you can get a free copy of my latest book “Ten Reasons to Add Trend Following to Your Portfoliohere.

Learn more about the Trend Barometer here.

Send your questions to info@toptradersunplugged.com

And please share this episode with a like-minded friend and leave an honest Rating & Review on iTunes or Spotify so more people can discover the podcast.

Episode TimeStamps:

00:00 – Intro

02:55 – Weekly review of performance

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

13:00 – Top tweets

45:00Discussion of Goldman Sachs paper on TF

52:20Discussion of Morningstar “bubble” portfolio article

56:10Discussion of Real Vision video on volatility

57:00Discussion of FT article on South Korea

01:00:00 – Question 1: Ryan; Can the VIX be traded as part of a TF strategy?

01:08:00 – Benchmark performance update

01:09:00 – Next week’s special guest is Corey Hoffstein

Copyright © 2025 – CMC AG – All Rights Reserved

----

PLUS: Whenever you're ready... here are 3 ways I can help you in your investment Journey:

1. eBooks that cover key topics that you need to know about

In my eBooks, I put together some key discoveries and things I have learnt during the more than 3 decades I have worked in the Trend Following industry, which I hope you will find useful. Click Here

2. Daily Trend Barometer and Market Score

One of the things I’m really proud of, is the fact that I have managed to published the Trend Barometer and Market Score each day for more than a decade...as these tools are really good at describing the environment for trend following managers as well as giving insights into the general positioning of a trend following strategy! Click Here

3. Other Resources that can help you

And if you are hungry for more useful resources from the trend following world...check out some precious resources that I have found over the years to be really valuable. Click Here

Privacy Policy

Disclaimer

Episoder(914)

GM82: The Surprising Success of the U.S. Economy ft. Elroy Dimson & Kiran Ganesh

GM82: The Surprising Success of the U.S. Economy ft. Elroy Dimson & Kiran Ganesh

America's recent economic performance has been a surprise, as it's managed to outperform many other markets over the last quarter century. We review the insights from the Global Investment Returns Yea...

21 Mai 20251h 3min

SI348: The Quiet Cost of Overfitting ft. Andrew Beer

SI348: The Quiet Cost of Overfitting ft. Andrew Beer

Andrew Beer returns to confront a moment of reckoning for trend following. As managed futures suffer one of their worst periods in decades, he and Niels explore a deeper question: has the strategy evo...

17 Mai 20251h 15min

UGO02: Inequality, Inflation, and the End of Consensus ft. Jim Bianco

UGO02: Inequality, Inflation, and the End of Consensus ft. Jim Bianco

What if the volatility we’re seeing is not a pause in the cycle, but the start of something lasting? In this episode, Cem Karsan sits down with Jim Bianco to unpack the forces reshaping the market and...

13 Mai 20251h 3min

SI347: Stagflation, Storytelling, and the Search for a New Hero ft. Cem Karsan

SI347: Stagflation, Storytelling, and the Search for a New Hero ft. Cem Karsan

Today Cem and Niels dissect a world quietly shifting beneath our feet.As markets hum along, Cem explains why the real story lies beneath the surface: a structural liquidity drain, a creeping stagflati...

10 Mai 20251h 7min

GM81: What If Everything You Believe About Markets Is Wrong? ft. Demetri Kofinas

GM81: What If Everything You Believe About Markets Is Wrong? ft. Demetri Kofinas

What if the biggest risk in markets today isn’t volatility, inflation, or geopolitics - but the stories we believe to be true? In this unfiltered and thought-provoking episode, Demetri Kofinas joins C...

7 Mai 20251h 3min

SI346: Is the Trend Still Your Friend ft. Rob Carver

SI346: Is the Trend Still Your Friend ft. Rob Carver

This episode is all about understanding the nuances of trend-following and how current market dynamics are shaking things up. Together with Rob Carver, we discuss the turbulence that hit financial mar...

3 Mai 20251h 9min

IL38: Our Dollar, Your Problem ft. Kenneth Rogoff

IL38: Our Dollar, Your Problem ft. Kenneth Rogoff

What if the most dangerous thing in the global economy isn’t a shock — but the quiet collapse of the frameworks we still rely on?In this rare, unfiltered conversation, Kenneth Rogoff — Harvard profess...

30 Apr 20251h 11min

SI345: From Chaos to Clarity: The Power of Systematic Investing ft. Nick Baltas

SI345: From Chaos to Clarity: The Power of Systematic Investing ft. Nick Baltas

This episode is all about exploring the intricacies of market behavior, how trends shift, and what that means for our investment strategies. We’re having a serious chat about the impact of recent mark...

26 Apr 20251h 8min

Populært innen Business og økonomi

lydartikler-fra-aftenposten
stopp-verden
dine-penger-pengeradet
e24-podden
rss-penger-polser-og-politikk
rss-borsmorgen-okonominyhetene
livet-pa-veien-med-jan-erik-larssen
finansredaksjonen
pengesnakk
pengepodden-2
tid-er-penger-en-podcast-med-peter-warren
utbytte
rss-sunn-okonomi
morgenkaffen-med-finansavisen
liberal-halvtime
stormkast-med-valebrokk-stordalen
lederpodden
rss-markedspuls-2
okonomiamatorene
rss-politisk-preik