## Quant Investing: Pure Alpha 2022

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

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# Category: English

## 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?

## ESG: Scoring and the Impact of SFDR

## Quant Investing: Rule-Based Strategy using Realized Volatility

## Quant Investing : Revisit the VIX Index

## Quant Investing: the Decomposition of VIX

## Quant Investing: VIX Indicator Improvement

## Quant Investing: Hidden Markov Model on Winner Portfolios

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?

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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?

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

This report introduced two measures of realized volatility, RV30d and RV5min, and dives into their own characteristic. Description Past Current … Continue Reading Quant Investing: Rule-Based Strategy using Realized Volatility

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

This report tries to shed light on volatility by examining the result of a research paper: “Reading VIX: Does VIX … Continue Reading Quant Investing: the Decomposition of VIX

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

Having hit its last new high since coronavirus outbreak in 2020, the equity market now is dominated by a few … Continue Reading Quant Investing: Hidden Markov Model on Winner Portfolios