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?
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
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
“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
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