Category: Volatility

  • Webinar on Market Volatility in the Covid era

    | | Futures, Volatility, Webinar

    Tune in October 7th at 4pm CDT to listen to Ernie Chan from QTS Capital and Damon Pavlatos talk about how they view and trade volatility around major world events. This event is sponsored in part by IASG Fund Services. Dr. Ernest Chan Damon Pavlatos Exogenous events affect the financial markets with downside volatility. Technical trading professionals use tools to anticipate and react. Quantitative traders use data sets to program their trading strategies. From implied volatility to correlation studies, volatility trading pros use their own systems to embrace or fade pricing uncertainty in the financial markets during uncertain times.   … Read more Webinar on Market Volatility in the Covid era
  • Why does our Tail Reaper program work in times of market turmoil?

    | | Trend-Following, Volatility

    Why is a trend-following strategy profitable in a crisis? A simple example will suffice. If a short trade is triggered when the return (from some chosen benchmark) exceeds -1%, then the trade will be very profitable if the market ends up dropping -4%. Vice versa for a long trade. (As recent market actions have demonstrated, prices exhibit both left and right tail movements in a crisis.) The trick, of course, is to find the right benchmark for the entry, and to find the right exit condition … Read more Why does our Tail Reaper program work in times of market turmoil?