Quant Investing: Adaptive Beta 2021
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
Quant Investing: VIX Indicator Improvement
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
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
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