Posts

List of all posts:

• Forecasting Market Kurtosis with the Volatility Smile (Poorly) 02 Sep 2020

• Portfolio Construction with Risk Parity 01 Aug 2020

• Risk Imparity: A Simple Strategy for Alpha Generation 29 Jul 2020

• Beta Stability: A New Persistent Factor? 23 Jul 2020

• The Value of Alternative Investments 09 Jul 2020

• The Low Beta Anomaly 28 Jun 2020

• Analysis of CS:GO Win-rates 12 Jun 2020

• ETFs, Volatility and Leverage: Towards a New Leveraged ETF Part 3 09 Jun 2020

• ETFs, Volatility and Leverage: Towards a New Leveraged ETF Part 2 28 May 2020

• One Weird Trick to Profit off of a Global Market Meltdown 18 May 2020

• Prediction Markets: Strategies for Alpha Generation 13 May 2020

• Analyst Recommendations: Got Alpha? 14 Jan 2020

• Diversification, Risk and Leverage 28 Nov 2019

• ETFs, Volatility and Leverage: Towards a New Leveraged ETF Part 1 04 Oct 2019