## The Application of Turning Tail Risks into Tailwinds

There must be risks to investing. However, we always want to eliminate it as much as possible. How to trasform … Continue Reading The Application of Turning Tail Risks into Tailwinds

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# Category: English

## The Application of Turning Tail Risks into Tailwinds

## Quant Investing: The Momentum-based Beta Strategy (I)

## The (Mis)Behavior of Hedge Fund Strategies: A Network-Based Analysis

## Multi-filter Optimization for Pair Trading

## Application of Portfolio Decisions Within a Generalized Funding Ratio Framework

## 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

There must be risks to investing. However, we always want to eliminate it as much as possible. How to trasform … Continue Reading The Application of Turning Tail Risks into Tailwinds

Elastic Asset Allocation (2014) is a momentum-based strategy published by Wouter J. Keller that only uses a geometrically weighted average … Continue Reading Quant Investing: The Momentum-based Beta Strategy (I)

Financial advisors focus on asset class as a way to help investors diversify their portfolios to maximize returns. Investing in … Continue Reading The (Mis)Behavior of Hedge Fund Strategies: A Network-Based Analysis

Pair trading is a market neutral strategy, its concept is using multiple high connected symbol which have high linkage between … Continue Reading Multi-filter Optimization for Pair Trading

Harmonizing portfolios is always trending. Modern Portfolio Theory (MPT), the 1990 Nobel Memorial Prize in Economic Sciences, was proposed by … Continue Reading Application of Portfolio Decisions Within a Generalized Funding Ratio Framework

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