I'm sometimes asked where I get my ideas for new trading strategies from. The boring truth is I rarely test new trading strategies, and I mostly steal ideas when I feel in the mood. Today for example I saw this tweet post on twitter X:| This Blog is Systematic
In a lot of my work, including my new book, I use two different ways of measuring standard deviation. The first method, which most people are familiar with, is to use some series of recent percentage returns. Given a series of prices p_t you might imagine the calculation would be something like this:| This Blog is Systematic
A longstanding belief in market finance is that short-term funding markets like repo are relatively stable and transparent. But this new research turns that idea on its head. Leverage is dangerous if you can’t borrow in a crisis was originally published at Alpha Architect. Please read the Alpha Architect disclosures at your convenience.| Alpha Architect
Dan Loeb’s Second Quarter 2025 Investor Letter offers a compelling glimpse into the strategies driving Third Point’s performance. With the flagship Offshore Fund returning 7.5% for the quarter, Loeb highlights the resilience and opportunism that defined their approach.| The Acquirer's Multiple®
Is volatility (the standard deviation of returns) a good measure of the risk that investors actually care about?| Alpha Architect
A brutally honest take from someone who profits when everyone else panics| Catalyst Insights
Current market conditions present a complex web of interconnected risks that demand careful analysis and strategic positioning. As portfolio managers, we’re facing simultaneous pressures from credit concerns, monetary policy uncertainty, and fiscal dysfunction—creating an environment where traditional correlations break down and volatility spikes become the norm.| Catalyst Insights
I did post recently , from which I shall now quote: Two minute to 30 minute horizon: Mean reversion works, and is most effective at the 4-...| qoppac.blogspot.com
The VIX is a calculated measure of stock market volatility, based on the prices of stock options. It spikes up when there is a market upset, then seemingly always settles back down again after a fe…| Economist Writing Every Day
We live in Arizona… So when it starts to get hot, it gets hot quickly. And sometimes by March, you’re sweating it out in 84-degree heat, questioning why you live here. But then you settle into the actual summer where Phoenix just managed to set a new record for over 113 straight days over 100… Continue reading The Hidden Trap in Your Mind The post The Hidden Trap in Your Mind first appeared on Accidentally Retired.| Accidentally Retired
This week on the Trading Zone, we explore the complexities of volatility as we approach the upcoming presidential election and also the massive rebalancing in the tech center following the Nvidia hit this past week. To first understand where the market is headed, it is crucial to recognize and understand where inflation is headed.| catalyst-insights.com
Economic Insights| Catalyst Insights
