5 Comments
User's avatar
Yee's avatar

I always have fun reading. Articles are with great insight.

Marco's avatar

Thanks, do you modify/mute your strategies during stressing periods like this one (Iran war)?

Lay Quant's avatar

Hi Marco, thanks for reading.

I don’t really modify/mute strategies for extreme scenarios beyond the VIX>VIX3M filter I’ve found for Volatility ETFs. Oddly, VIX has stayed below VIX3M by EOD so far, so I’m taking this week’s losses on the chin and hoping the recovery will balance things out soon.

Phaedrus's avatar

Thanks for the great article as always. About the calendar, was ADP report March 5 or March 4?

Lay Quant's avatar

Hey Phaedrus, thanks for the read and the sharp eye! ADP report was indeed this morning and not tomorrow. I'll update the Event Calendar today to reflect that.