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
The Need for Speed in Trend-Following Strategies
Volatility and Price of a Straddle, Are They The Same?
Are There Intraday and Overnight Seasonality Effects in China? - QuantPedia
Despite the Hype, Private Markets Aren’t the ‘Cure-All’ Investors Are Seeking | Institutional Investor
100-Years of the United States Dollar Factor
Prices Are Dropping as Investors Sell Private Equity Stakes at a Record Pace | Institutional Investor
An Update from Our CIOs: Transitioning to Stagflation
The Effective Number of Bets: Measuring Portfolio Diversification | Portfolio Optimizer
Understanding Jane Street - by Byrne Hobart - The Diff
Three Approaches to Feature Engineering for Time Series
Copulas and trading strategies
Breaking the Market University
Sometimes It Pays To Be Lucky
Singapore's Three Arrows Founders, En Route to Dubai, Describe ‘LTCM Moment’
India's Rupee (INR) Drops to Another Record Low as Foreign Funds Exit
A Clash Between the CFA Institute and Its Members Illuminates the Professional Power of the Credential | Institutional Investor
China Real Estate Market: Authorities Convene Banks on Mortgage Payment Boycott
Crypto Lender Celsius Files for Bankruptcy After Freezing Withdrawals
Bank of Canada surprises with 100-bp rate hike as price risks gather steam