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.

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.