Episode 3

Published on:

8th Apr 2020

Crisis Alpha Strategy for Black Swan Events

A Crisis Alpha Strategy is meant to generate profits during market corrections, pullbacks, or even black swan type events and can be traded as a stand alone strategy.

In this episode, we'll discuss a quantitative trend following strategy called the Pure Alpha Strategy applied to UVXY which is a leveraged volatility product. Check out this article for more information on UVXY.


The 5 year performance of getting long volatility using the Pure Alpha Strategy on UVXY inherently gets you protection before any major market corrections. 

Consider becoming a $5 Podcast Supporter over on our website if you're interested in the video training for the Pure Alpha Strategy discussed in this episode. The video training is in Parts 1 and 2 below. Part 3 shows the performance for UVXY discussed in this video and there's more to come as we look to apply the Pure Alpha Strategy to various asset classes.

To become a Podcast Supporter and get access to the video training, simply click one of the links below to get started.

Pure Alpha Strategy (Part 1):


Pure Alpha Strategy (Part 2):


Pure Alpha Strategy (Part 3): Crisis Alpha study on UVXY


Thanks for listening and supporting independent stock market research. 

J. Eric O'Rourke


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Stock Market Options Trading
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About your host

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Eric O'Rourke