04 Feb 2018
31m

140: Forecasting a Volatility Tsunami with Andrew Thrasher

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Better System Trader

In this episode of Better System Trader, host Andrew Swanscott interviews Andrew Thrasher about volatility spikes in the market. Andrew Thrasher, who won the Charles Dow award for his research paper "Forecasting a Volatility Tsunami," explains how volatility is interpreted and used, and shares insights on predicting volatility spikes, including the importance of low dispersion. He also touches on risk management, market trends, and offers advice for traders, emphasizing patience, process adherence, and emotional detachment. The discussion covers practical strategies for managing risk and preparing for market volatility.

Outlines

Part 1: Introduction to Volatility

Part 2: Predictors and Identification

Part 3: Preparation and Trading Lessons

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