Good day, everybody. Today is May 30th. This is now Bryan from quantlabsnet.com. Our platform is transitioning to a new web domain, and the previous one will be phased out within the next 30 days. Let's dive into an insightful article from Bettersystemtrader.com titled, A New Approach to Trading Volatility with Rob Hanna.
![](https://static.wixstatic.com/media/nsplsh_8767f0685d134fde94150363b1ac3970~mv2.jpg/v1/fill/w_147,h_85,al_c,q_80,usm_0.66_1.00_0.01,blur_2,enc_auto/nsplsh_8767f0685d134fde94150363b1ac3970~mv2.jpg)
The article highlights the inverse relationship between the VIX and the S&P 500, and how traders can use VIX signals to time their trades on the S&P 500. Interestingly, a similar inverse relationship exists between Bitcoin and the US dollar, providing another avenue for trading strategies.
Another key point is that using the S&P 500 to time its own trades can be more effective than relying on the VIX. The article suggests that short-term indicators for the S&P 500 are better predictors of VIX movements. Additionally, traders might find value in using the S&P 500 to time the VIX, potentially reducing the length of drawdowns.
For a deeper understanding, the article includes video clips explaining these concepts. If you're into algo trading, these insights could be particularly beneficial. To stay updated, visit quantlabs.net/book and join the email list.