Andrew Gibbs has been involved in the financial markets since 2001 and is the founder and CEO of Halifax New Zealand.
Andrew has extensive experience in all forms of equity and derivative contracts, managing millions of dollars and trading a number of markets around the world.
In this episode we discuss volatility and methods to trading the VIX plus the benefits and methods of including fundamental data in technical quant models.
Instruments you can use to trade volatility and the benefits or disadvantages of each
What makes the VIX attractive to trade and why it often trends over time
The types of trading styles that suit the VIX
The dangers of trading volatility products
Seasonality in the VIX
How to get started building volatility trading models
Fundamental data and the types of fundamental datasets that work well in quantitative models
Why some fundamentals work better than others
The frequency of fundamental data release and how that dictates trading model style