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
“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
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
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
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
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