Someone in my Facebook group notified me of this QuantInsti webinar. All I can say is that implied volatility is more moving forward looking as opposed to the lazy view of VIX. It is an aggregate of historical pricing of the S&P 500 which is an average of the largest stock. It can only be used as a continuous gauge so why would you trade like that? You need to forecast the future, not the present.
Just as note, I am finishing off the third version of the new Quant Analytics service. Why so many versions? I will do a review of the sub-par software we rely on to implement this.
Anyhow, I will be posting various videos to highlight the changes once complete which will be hopefully later today. I really don’t doing these different versions but it is part of any software development process we all go through.