This is a summary of links featured on Quantocracy on Monday, 07/22/2024. To see our most recent links, visit the Quant Mashup. Read on readers!
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New Contributor: Does High Interest Rate Volatility Predict Market Turbulence? [Myalo]There have been a great deal of studies assessing the stylized facts of Equity volatility: The tendency of volatility regimes to persist The higher volatility regimes' association with lower forward returns Were extending these by uncovering cross-asset lead-lag relationships that – anecdotically – have been a decision making factor in the discretionary traders arsenal. Our focus here
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This was essentially my first strategy more than 20 years ago. Real-world results less optimistic [Quantitativo]"It's not that I'm so smart; it's just that I stay with problems longer. Albert Einstein. I love this quote from Einstein. It shows the importance of persistence and perseverance in the face of challenges. This mindset emphasizes the value of hard work and resilience, which is crucial in developing trading systems. Challenge is a word that can summarize my past week pretty