This is a summary of links featured on Quantocracy on Sunday, 11/24/2024. To see our most recent links, visit the Quant Mashup. Read on readers!
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Valuation Timing with Excel [Robot Wealth]Data analysis plays a central role in making sense of financial markets. But how can you verify the conclusions others draw, or better yet, uncover your own insights? Microsoft Excel remains one of the most powerful and accessible tools for financial data analysis, allowing anyonefrom beginners to seasoned analyststo explore data, test hypotheses, and make informed decisions. Heres an
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Examining Contango and Backwardation in VIX Futures [Relative Value Arbitrage]In this post, I will continue exploring various aspects of the volatility index and the associated volatility futures. Data To conduct this study, data is essential. Below are the data sources: Spot VIX: Yahoo Finance provides data but no longer allows direct downloads. With some programming, a workaround can be found, but the most convenient option is to use Barchart.
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Improving Low Volatility Strategies [Alpha Architect]One of the big problems for the first formal asset pricing model developed by financial economists, the CAPM, was that it predicts a positive relationship between risk and return while, empirical studies have found the actual relationship to be basically flat, or even negative. In addition, defensive strategies, at least those based on volatility, have delivered significant Fama-French