The Volatility Edge: A Dual Approach For VIX ETNs Trading
This paper shows how individual investors can profit from the volatility risk premium using VIX-linked ETNs. A dynamic strategy tested from 2008–2025 yields strong returns with low equity correlation. With proper tools, volatility trading is now accessible—but must be approached cautiously.
Catching Crypto Trends; A Tactical Approach for Bitcoin and Altcoins
This study adapts trend-following strategies—rooted in traditional finance—to cryptocurrencies, using Donchian channel ensembles and volatility-based sizing. Applied to a rotational portfolio of top coins, the strategy delivers strong risk-adjusted returns, outperforming Bitcoin with notable alpha. It also addresses transaction costs and explores integration with traditional asset strategies, offering practical on- and off-chain implementation paths.
Does Trend-Following Still Work on Stocks?
This study revisits Wilcox and Crittenden’s 2005 work on trend following in stocks, analyzing 66,000+ trades from 1950–2024. Results confirm that less than 7% of trades drive profitability, with strong out-of-sample performance (2005–2024). A backtested portfolio shows high gross returns but faces turnover challenges. A Turnover Control algorithm mitigates costs, making the strategy viable across portfolio sizes after fees.