Better System Trader

131: What strategies work best in low volatility environments?

Informações:

Synopsis

I’ve just arrived back home from a few weeks in the States, I had a great time there but it’s also good to be home. I’m a bit jet-lagged today so let’s hope what I share today actually makes sense! A few weeks ago I had the honour of speaking at the ATAA members meeting here in Melbourne. I presented for about an hour and the topic of my presentation was ‘7 practical tips to reducing drawdown’. In this weeks Trading Thought I want to share a quick story from that and how it applies to Mean Reversion in low volatility environments. In part 1 of the Mean Reversion series, Cesar made a statement about Mean Reversion strategies not performing so well in low-volatility market regimes, and I received a number of emails asking what type of strategies DO work in low volatility environments, so... In this week’s Trading Thought I want to share a quick little sneak-peek into the next Mean Reversion episode with Cesar, due for release in a few weeks, where he answers this question, plus much more. It’s only short, but l