Free talk: “Three Key Indicators for Forecasting Volatility”
More and more traders pay attention to option implied volatility and to indexes like VIX, but there is a lot of confusion about the best methods for using volatility to hedge portfolios and to generate alpha. This presentation will show how three key indicators allow investors to trade volatility in stocks and other assets. We will look at momentum effects in volatility time series, at the information in the VIX futures term structure, and more.
The Traders Expo New York
Marriot Marquis Hotel
February 18, 2013
2:45 pm – 3:45 pm