This is a summary of links featured on Quantocracy on Monday, 03/07/2022. To see our most recent links, visit the Quant Mashup. Read on readers!
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How to gamble with demons (and make money doing it) [Raposa Trade]A demon comes to you one night giving you a simple dice game to play. You're offered the chance to wager your wealth and receive a 50% increase if you roll a 6, 5% bump if you roll 2-5, or lose 50% if you roll a 1. You also get 300 rolls and get to compound your wealth with each roll of the die. Do you play? Most people would jump at this opportunity. They'd look at the average of these
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Commodities vs Commodity ETFs [Factor Research]The average correlation between oil and oil ETFs was only 0.8 Gold ETFs provide better exposure to gold than oil ETFs to oil Gold mining stocks are hybrids that feature gold and equity beta INTRODUCTION As the war in Russia unfolded, crude oil (WTI) breached $100 per barrel, which was last seen in 2014. Inflation was already at a multi-decade-high level in most developed countries before this