December 9, 2015 - 12:00 pm - 1:00 pm. Webcast - featuring Frederic Palmliden, CFA, CMT
Frederic Palmliden, CFA, CMT, is Senior Quantitative Analyst at TradeStation. As part of the TradeStation Labs team, he designs custom strategies, indicators and related educational content for TradeStation publications. Frederic is a Chartered Market Technician (CMT), holds the Chartered Financial Analyst ® designation, and has 15 years’ experience in the financial services industry, ranging from research and asset allocation strategies to proprietary trading. Frederic is also trilingual in English, French, and Swedish

Topic: A Quantitative Approach to Volatility

The VIX index, a popular implied volatility index, can be challenging to interpret and utilize. For instance, a VIX value that is relatively high one year could be relatively low the next.  Also, VIX values seem to have a lower bound but an upper bound seems illusive.  A quantitative approach can help shed light on the VIX index and help address these challenges.  The approach also offers multiple practical applications, including new strategy trading ideas.

**Email with webinar link will be emailed to all members Tuesday Evening.