## Quant Investing: Style Rotation Based on the VIX Index

Style rotation is a timing strategy based on the state of VIX, deciding whether value stock or Growth stock can … Continue Reading Quant Investing: Style Rotation Based on the VIX Index

Skip to content
# Category: English

## Quant Investing: Style Rotation Based on the VIX Index

## Quant Investing : Idea For Inflation Strategy Improvement

## Quant Investing: Application of Investor Sentiment Constructed by Overnight Return

## Quant Investing: How Volatility-Scaled improve Momentum (I)

## Quant Investing: Robust Beta and Its Effectiveness in Single-index Model

## Quant Investing : Inflation Hedge Improvement

## Quant Investing: Pure Alpha 2022

## Quant Investing: Composed Volatility based Time Series Momentum

## Quant Investing : Hedge Interest Rate Risk in High Inflation Environment

## Quant Investing: Max-Pain Theory and the Option Force Crystal Ball

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

## Quant Investing: What Happens to Convertible Bonds in 2021?

## Protected: Quant Investing: Adaptive Beta 2021 (PDF)

## Quant Investing: Adaptive Beta 2021

## Quant Investing: Inflation-Protected Bond Rotation Strategy

## Research Review: Are Long-Duration Treasuries the Best Hedge for Equities?

Style rotation is a timing strategy based on the state of VIX, deciding whether value stock or Growth stock can … Continue Reading Quant Investing: Style Rotation Based on the VIX Index

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

Investor sentiment is an important topic that has been researched in these two decades There are diverse top-down or bottom-up … Continue Reading Quant Investing: Application of Investor Sentiment Constructed by Overnight Return

Time-series momentum is a strategy based on absolute momentum which means the trend of an asset is independent of others … Continue Reading Quant Investing: How Volatility-Scaled improve Momentum (I)

Robust Beta and Its Effectiveness in Single-index Model Introduction In this work, we try to perform a comprehensive analysis on … Continue Reading Quant Investing: Robust Beta and Its Effectiveness in Single-index Model

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

This report introduces Gamma Paradigm’s Pure Alpha strategy framework – one of the two pillars of Gamma Paradigm Prime Fund. … Continue Reading Quant Investing: Pure Alpha 2022

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

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

The “Option Force Crystal Ball” is our quantitative solution for open interest analysis. It utilizes the Max-pain Theory, a young … Continue Reading Quant Investing: Max-Pain Theory and the Option Force Crystal Ball

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

Convertible bonds are corporate bonds that can convert into stocks. In the past fifteen years, the annualized rate of return … Continue Reading Quant Investing: What Happens to Convertible Bonds in 2021?

There is no excerpt because this is a protected post.

This report revisits Gamma Paradigm’s Adaptive Beta strategy framework – one of the two pillars of Gamma Paradigm Prime Fund. … Continue Reading Quant Investing: Adaptive Beta 2021

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

Echo to this research, Treasuries are a good equity hedge but required active investment discipline. Traditional static allocation through long-duration … Continue Reading Research Review: Are Long-Duration Treasuries the Best Hedge for Equities?