VOL03: The Evolution of the VIX ft. Stefan Wintner

In today’s episode, Jason Buck is joined by Stefan Wintner of 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. -----EXCEPTIONAL RESOURCE: Find Out How to Build a Safer & Better Performing Portfolio using this FREE NEW Portfolio Builder ToolIn this episode, we discuss:Volatility as an asset class of its ownThe journey of the VIX from its early days until nowAnalysing the relationship between the VIX and the S&P 500What’s known as volatility relative-value tradingThe usefulness of the VVIXOperating models during different market and economic environmentsKurtosis and skewThe need for Volatility strategies as part of a diversified investment portfolioFollow 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 [email protected] 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.-----Episode TimeStamps:00:00 - Intro02:05 - Why should somebody add volatility strategies into their portfolio?04:48 - Do you consider Volatility to be an asset class of its own?05:58 - What was it like during the early days of the VIX market?08:28 - What is the VIX, and what is the calculation that goes into the VIX?14:07 - Tell us a little bit about the relationship between the VIX...