This is a summary of links featured on Quantocracy on Thursday, 10/12/2023. To see our most recent links, visit the Quant Mashup. Read on readers!
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Beyond Stocks: The Surprising Volatility Returns of Oil and Gold [Robot Wealth]Ive previously discussed the Volatility Risk Premium (VRP) and how it differs from the Equity Risk Premium (ERP). Probably the most interesting difference, from the perspective of the trader, is that the VRP may be somewhat amenable to timing more than the ERP at any rate. In this article, Ill use some of the excellent data from ORATS to explore the VRP. Well start by using the SPY