• Free Book
  • Store
    • Books
    • Free First Chapters
    • Free Newsletters
  • Recent Articles

TradingMarkets.com

Quantified Stock Market Trading Strategies & Systems

  • Home
  • New Trading Research
  • Education
    • Articles
      • Connors Research
      • ETFs
      • Options
      • Stocks
      • Volatility
    • Trading Lessons
    • Connors Research
    • Glossary
    • Interview Archive
    • Videos
  • Python
  • Quantamentals
    • Quantamentals: The Next Great Forefront of Trading and Investing
    • Quantamentals Resources
  • Courses
  • Store
    • New Book! The Alpha Formula
    • “Buy The Fear, Sell The Greed” – Best Seller!
    • Swing Trading College 2019
    • Trading Books and Guidebooks
    • Street Smarts
    • Online Trading Courses
    • Private Mentoring with Larry Connors
    • Customized Trading Research
    • Amibroker Strategy Add On Modules
You are here: Home / Connors Research / Connors Research Traders Journal (Volume 23): VIX Futures as a Market Timing Indicator

Connors Research Traders Journal (Volume 23): VIX Futures as a Market Timing Indicator

July 20, 2018 by Larry Connors

************************

 
If you would like to read Chapter One of my new book Buy The Fear, Sell The Greed – 7 Behavioral Quant Strategies for Traders, please click here.
 
************************
I thought you’d enjoy reading this working paper on applying the VIX term structure to timing the S&P. Their concept of buying SPY puts and VIX puts at the same time, in certain conditions, is logical. I would expect that as they complete their study they’ll support it with more data for that strategy.
 
Overall their findings are consistent with our own findings as to the times the VIX is a good predictor of future movement in SPY. 
 
Beginning next week the Connors Research Traders Journal will begin a multi-part series on trading volatility, especially VIX and VXX. 
 
I hope you enjoy and learn from this study. 
 
“VIX Futures as a Market Timing Indicator” 
 https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3189502

 

Larry Connors
Connors Research LLC 
 

P.S. My new book Buy the Fear, Sell the Greed – 7 Behavioral Quant Strategies for Traders, is available for download immediately. Click here to buy your copy of Buy the Fear, Sell the Greed today. Order before July 31 and save 20% (normally $49.95).

CLICK HERE to sign up to receive new issues of the Connors Research Trading Journal newsletter directly via email up to 3 times a week! 

Filed Under: Connors Research, Connors Research Newsletter, Connors Research Traders Journal, Education, Recent, VIX, Volatility Tagged With: Academic Study, Connors Research, Connors Research Traders Journal, Larry Connors, strategies for trading the VIX, trading lesson, VIX

About Larry Connors

Larry Connors has over 30 years in the financial markets industry. His opinions have been featured at the Wall Street Journal, Bloomberg, Dow Jones, & many others. For over 15 years, Larry Connors and now Connors Research has provided the highest-quality, data-driven research on trading for individual investors, hedge funds, proprietary trading firms, and bank trading desks around the world.

Larry has been published extensively, with titles like How Markets Really Work, Short Term Trading Strategies That Work, High Probability ETF Trading, and The Connors Research Trading Strategy Series including our latest Guidebook High Probability Trading with Multiple Up & Down Days.

Buy The Fear, Sell The Greed

Buy The Fear, Sell The Greed

Swing Trading College

New Book From Larry Connors and Chris Cain, CMT – "The Alpha Formula; High Powered Strategies to Beat The Market With Less Risk"

We’re excited to announce the release of a new investment book written by Larry Connors and Chris Cain, CMT. The book, “The Alpha Formula; High Powered Strategies to Beat The Market With Less Risk “ combines… Hedge fund legend Ray Dalio’s brilliant insight into combining uncorrelated strategies… With new, minimally correlated, quantified, systematic strategies to trade… [Read More]

Buy The Alpha Formula Now

Connors Research Traders Journal (Volume 57): 7 Real-World Reasons Why Short Strategies Should Be Included In Your Portfolio

In our new book, The Alpha Formula – High Powered Strategies to Beat the Market with Less Risk, we show the benefits of including short-strategies in your portfolio. As a reminder, building portfolios should be based on First Principles – otherwise known as truths. These truths are: Markets Go Up Market Go Down Markets Go… [Read More]

Company Info

The Connors Group, Inc.
185 Hudson St., Suite 2500
Jersey City, NJ 07311
www.cg3.com

About Us

About
Careers
Contact Us
Link To Us

Company Resources

Help
Privacy Policy
Return Policy
Terms & Conditions

Properties

TradingMarkets
Connors Research

Connect with TradingMarkets

Contact

info@cg3.com
973-494-7311 ext. 628

Free Book

Short Term Trading Strategies That Work

© Copyright 2020 The Connors Group, Inc.

Copyright © 2023 · News Pro Theme on Genesis Framework · WordPress · Log in