The Need for Speed in Trend-Following Strategies man.com Submitted by eric on March 3, 2023 at 2:10 AM in quant No comments 1
Volatility and Price of a Straddle, Are They The Same? onlyvix.blogspot.com Submitted by onlyvix on October 20, 2022 at 8:31 AM in volatility 1 comment 2
Are There Intraday and Overnight Seasonality Effects in China? - QuantPedia quantpedia.com Submitted by eric on September 12, 2022 at 2:49 AM in equities No comments 1
Despite the Hype, Private Markets Aren’t the ‘Cure-All’ Investors Are Seeking | Institutional Investor institutionalinvestor.com Submitted by eric on September 1, 2022 at 2:03 PM in general No comments 1
100-Years of the United States Dollar Factor quantpedia.com Submitted by eric on August 18, 2022 at 12:57 PM in currencies No comments 1
Correlation and Correlation Structure (6) – Distance Correlation eranraviv.com Submitted by eric on August 17, 2022 at 2:42 PM in quant No comments 1
Prices Are Dropping as Investors Sell Private Equity Stakes at a Record Pace | Institutional Investor institutionalinvestor.com Submitted by eric on August 5, 2022 at 3:02 PM in trading No comments 1
An Update from Our CIOs: Transitioning to Stagflation bridgewater.com Submitted by eric on August 3, 2022 at 3:18 PM in economy No comments 1
The Effective Number of Bets: Measuring Portfolio Diversification | Portfolio Optimizer portfoliooptimizer.io Submitted by eric on August 3, 2022 at 1:13 PM in quant No comments 1
Tail Risk Hedging: Contrasting Put and Trend Strategies aqr.com Submitted by eric on August 2, 2022 at 2:29 PM in trading No comments 1
Understanding Jane Street - by Byrne Hobart - The Diff thediff.co Submitted by eric on August 2, 2022 at 1:54 PM in trading No comments 1
Three Approaches to Feature Engineering for Time Series towardsdatascience.com Submitted by eric on July 31, 2022 at 1:25 PM in quant No comments 1
Copulas and trading strategies research.macrosynergy.com Submitted by eric on July 24, 2022 at 3:10 PM in quant No comments 1
Breaking the Market University breakingthemarket.com Submitted by eric on July 24, 2022 at 7:33 AM in trading No comments 1
Roadmap Quantitative Resources 2022 twitter.com Submitted by eric on July 23, 2022 at 4:07 PM in quant No comments 1
Sometimes It Pays To Be Lucky zerohedge.com Submitted by eric on July 23, 2022 at 6:50 AM in trading No comments 1
Singapore's Three Arrows Founders, En Route to Dubai, Describe ‘LTCM Moment’ bloomberg.com Submitted by eric on July 22, 2022 at 3:43 PM in crypto No comments 1
Trading Signals In VIX Futures | Volatility Futures & Options onlyvix.blogspot.com Submitted by eric on July 19, 2022 at 1:57 PM in volatility No comments 1
India's Rupee (INR) Drops to Another Record Low as Foreign Funds Exit bloomberg.com Submitted by eric on July 19, 2022 at 1:45 PM in currencies No comments 1
Short-term Relative-Strength Strategies, Turnover, and the Connection between Winner Returns and the 52-week High by Chen Chen, Chris T. Stivers, Licheng Sun :: SSRN papers.ssrn.com Submitted by eric on July 17, 2022 at 3:28 AM in quant No comments 1
A Clash Between the CFA Institute and Its Members Illuminates the Professional Power of the Credential | Institutional Investor institutionalinvestor.com Submitted by eric on July 14, 2022 at 3:32 PM in news No comments 1
China Real Estate Market: Authorities Convene Banks on Mortgage Payment Boycott bloomberg.com Submitted by eric on July 14, 2022 at 3:10 PM in news No comments 1
Crypto Lender Celsius Files for Bankruptcy After Freezing Withdrawals bloomberg.com Submitted by eric on July 14, 2022 at 2:21 AM in news No comments 1
Bank of Canada surprises with 100-bp rate hike as price risks gather steam reuters.com Submitted by eric on July 13, 2022 at 3:40 PM in news No comments 1