Author: Jorden Yang

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Quant Investing: Composed Volatility based Time Series Momentum

The traditional momentum factor (cross mom) is a strategy that buys past winners and short sells past losers. It has … Continue Reading Quant Investing: Composed Volatility based Time Series Momentum

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Quant Investing: What Happens to Convertible Bonds in 2021? Part 2

In the previous report, we mentioned the abnormal performance of convertible bond ETF and tried to explain the source of … Continue Reading Quant Investing: What Happens to Convertible Bonds in 2021? Part 2