Top Traders Unplugged With Niels Kaastrup-larsen | Engaging Conversations With The Top Traders & Investors

In today’s episode, Jason Buck is joined by Stefan Wintner of https://dunncapital.com/ (DUNN Capital), to discuss volatility as an asset class, the evolution of the VIX from its inception until now, some of the mechanics behind the VIX, the relationship between the VIX and the S&P 500, some thoughts on ‘volatility relative-value’ trading, the reliability of the VVIX, building and running models during different market environments, thoughts on kurtosis and skew, and volatility as a necessary component for a large Trend Following firm.  In this episode, we discuss: Volatility as an asset class of its own The journey of the VIX from its early days until now Analysing the relationship between the VIX and the S&P 500 What’s known as volatility relative-value trading The usefulness of the VVIX Operating models during different market and economic environments Kurtosis and skew The need for Volatility strategies as part of a diversified investment portfolio Follow Niels on https://twitter.com/toptrader