Quant Investing

Update on VOL CURVE Model YTD Performance

The VOL CURVE model recently closed out it’s latest trade, that was started by the risk-off signal on Feb 24th, 2020. Here I just wanted to update the results of the model including this latest trade. First, let’s just look at the current snapshot of where the model’s year to date and overall the long term compared to it’s benchmarks.…

Continue Reading

Quant Investing

Q&A on Volatility Curve Model

Recently, I have received a bunch of questions on the volatility curve model that I introduced a few months back. In this post I wanted to answer a few key questions on the model. Current Status What has the model done during this most recent period? The details are for subscribers only but the model did trigger risk off and…

Continue Reading