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

About this episode

Rob Hanna discusses his approach to trading the VIX and its role 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…

People in this episode

Host: The Algorithmic Advantage

Guest: Rob Hanna

Topics covered

• VIX trading
• diversified portfolio
• mean-reversion strategies
• volatility trading
• hedging strategies

Keywords

• VIX
• trading strategies
• volatility
• mean-reversion
• hedging
• ETFs
• futures

Mentioned in this episode

Organizations: Algorithmic Advantage, algoadvantage.io

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