Quant Investing: VIX Indicator and Strategy
VIX instrument is an effective hedge tool only if you can capture timing. VIX is a mechanically designed index. It … Continue Reading Quant Investing: VIX Indicator and Strategy
Chien Kuo joins First Round as a mentor.
Congratulations to Chien Kuo, our Product & Technology Advisor, joining First Round as a mentor. Chien has been an invaluable … Continue Reading Chien Kuo joins First Round as a mentor.
Dr. Peter Lin joins 500 Startups as a Mentor
Dr. Peter Lin joins Silicon Valley early-stage VC 500 Startups Mentor Program specializing in FinTech with an ambition to create … Continue Reading Dr. Peter Lin joins 500 Startups as a Mentor
Research Review: Novel Asset Allocation: LSTM-Based Black-Litterman Model
This paper is a practical review of training a Black-Litterman allocation algorithm with LSTM-RNN, the Long Short-Term Memory Recurrent Neural … Continue Reading Research Review: Novel Asset Allocation: LSTM-Based Black-Litterman Model
Research Review: Enhancing Time-Series Momentum Strategies Using Deep Neutral Networks
Momentum strategy provides distinguishable risk-adjust returns and a hedging mechanism for left-tail events. For long, momentum also has a caveat … Continue Reading Research Review: Enhancing Time-Series Momentum Strategies Using Deep Neutral Networks
Research Review: The Golden Age of Quant
“The winners will be managers who thrive on creative discovery and position themselves at the intersection of domain, data, and … Continue Reading Research Review: The Golden Age of Quant
Research Review: Stocks, Bonds, and Causality
Gamma Paradigm studies dynamic stock-bond allocation in our Adaptive Beta strategy. Simple observation on the correlation between the two assets … Continue Reading Research Review: Stocks, Bonds, and Causality
News: Gamma Paradigm Capital Founder Describes Being an Entrepreneur in Wall Street’s Financial District
Peter Lin, Ph.D., a Taiwanese academic turned entrepreneur, founded asset management company, Gamma Paradigm Capital, in New York five years … Continue Reading News: Gamma Paradigm Capital Founder Describes Being an Entrepreneur in Wall Street’s Financial District
Research Review: Toward a Factor Structure in Crypto Asset Returns
Factor model can provide some predictive power to digital assets, especially cryptocurrency. The model might also indicate a new asset … Continue Reading Research Review: Toward a Factor Structure in Crypto Asset Returns
Research Review: Identify Successful ICO
With more than a thousand coins in the current crypto market, there might be an analytical approach to guide us … Continue Reading Research Review: Identify Successful ICO