This is a summary of links featured on Quantocracy on Wednesday, 03/27/2024. To see our most recent links, visit the Quant Mashup. Read on readers!
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Cryptocurrency Market Dynamics Around Bitcoin Futures Expiration Events [Quantpedia]In the rapidly evolving landscape of cryptocurrency markets, understanding the underlying dynamics that drive price movements and investor sentiment can be a matter of survival. However, there are myriad facets of trading reality, and the only thing that we can do is to slowly understand them one after another, one step at a time. This article picks one corner of the cryptocurrency market and
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UPRO/TQQQ Leveraged ETF Strategy [Alvarez Quant Trading]Recently a reader sent me a leveraged ETF strategy that he wanted tested for the blog. Over the last couple of months, I have been noticing renewed interest in leveraged ETF trading. More clients are coming to me to test out leverage trading ideas. I have been testing my own ideas. What I liked about this strategy is that it moved between leveraged ETFs, non-leveraged ETFs and TLT. The Strategy On
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Inflation-Themed ETFs: Part II [Finominal]Inflation-themed ETFs have heterogeneous portfolios However, commodities and oil have been better inflation hedges And offer higher diversification benefits INTRODUCTION In November 2021 we analyzed inflation-themed ETFs (read Inflation-Themed ETFs: As Complicated as Inflation) and concluded that there were relatively few products on the market given the typical importance of inflation in