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’.

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

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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

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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

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