Better System Trader

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. Topics discussed 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 How to account for revis