Top Traders Unplugged18 Nov 2021

VOL04: Profiting from Short-Term Volatility ft. Bastian Bolesta

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

In this episode, we discuss:

Why we should be invested in volatility strategies
Improving over time but not over-tinkering
How much markets may have changed in recent years
The average duration of volatility trades
Recent data versus long-term data
Shorter-term Trend Following
The benefits of cash-efficiency within intraday models

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 Portfolio” here.

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.

Follow Jason on Twitter.

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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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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

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