This is a summary of links featured on Quantocracy on Saturday, 06/23/2018. To see our most recent links, visit the Quant Mashup. Read on readers!
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VIX term structure as a trading signal [SR SV]The VIX futures curve reflects expectations of future implied volatility of S&P500 index options. The slope of the curve is indicative of expected volatility and uncertainty relative to volatility and uncertainty priced in the market at present. Loosely speaking, a steeply upward sloped VIX futures curve should be indicative of present market complacency, while an inverted downward sloped
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Trust the Process [Alpha Architect]As a native Philadelphian and huge basketball fan, I fully agree with the 76ers fans rally cry Trust the Process. Even the players, such as Joel Embiid, have echoed the sentiment of the fans: For those not in Philly and not too familiar with the NBA, Trust the Process explains the 76ers rebuilding process under former GM Sam Hinkie. If one simply goes to Google and types in Trust