This is a summary of links recently featured on Quantocracy as of Tuesday, 08/19/2025. To see our most recent links, visit the Quant Mashup. Read on readers!
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Quantifying Global Real Estate Returns Over Centuries [Quantpedia]In the realm of quantitative finance, understanding the dynamics of real estate returns over extended periods is often overlooked, which is not good, as real estate constitutes a significant portion of investors portfolios. The article titled Global Housing Returns, Discount Rates, and the Emergence of the Safe Asset, 1465-2024 fills the gap and provides a comprehensive historical overview of
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Correlation Matrix Generation using Object Oriented Python [Quant Start]In the last article Generating Synthetic Equity Data with Realistic Correlation Structure we discussed how to generate synthetic structured correlation matrices for the purposes of generating synthetic correlated equities data. This has a number of uses within systematic trading backtesting validation and machine learning model training. We mentioned in the Next Steps section that we would explore
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Weekly Research Recap [Quant Seeker]Is Gold an Inflation Hedge? (Baur) Gold is not a consistent hedge against average inflation. Between 1971 and 2025, realized inflation explains less than 3% of golds price variation, and the hedge effect evident in the 1970s80s largely disappears thereafter. Gold does, however, respond strongly to extreme inflation shocks and especially to changes in inflation expectations: 1-year and 5-year
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Predictive Information of Options Volume in Equity Markets [Relative Value Arbitrage]A lot of research in options literature has been devoted to the volatility risk premia and developing advanced pricing models. Much less attention has been given to volume. In this post, Ill discuss some aspects of options volume. Can Options Volume Predict Market Returns? Most of the research in equity and index options has been devoted to volatility and the volatility risk premium. Relatively