Since the beginning of 2022, although inflation stays at a high point, but with the Federal Reserve actively expressing its … Continue Reading Quant Investing : Idea For Inflation Strategy Improvement
In Hedge Interest Risk in High Inflation Environment, we present a simple combined strategy that aims to eliminate interest rate … Continue Reading Quant Investing : Inflation Hedge Improvement
In the previous work Inflation-Protected Bond Rotation Strategy. We introduce an inflation indicator to form a bond allocation strategy under … Continue Reading Quant Investing : Hedge Interest Rate Risk in High Inflation Environment
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During the COVID-19 pandemic, the real economy and capital market suffer a significant impact. To limit economic damage from the … Continue Reading Quant Investing: Inflation-Protected Bond Rotation Strategy
ESG is an issue that refers to the enterprise’s contribution to the environment, society, and corporate governance characteristics for sustainable … Continue Reading ESG: Scoring and the Impact of SFDR
For a long time, the VIX index is recognized as a measureof implied options contracts and is supposed to provide … Continue Reading Quant Investing : Revisit the VIX Index
Due to high holding cost, including VIX instrument in a portfolio requires accurate market-timing. We have construct a simple moving … Continue Reading Quant Investing: VIX Indicator Improvement