Weekly Research Insights
Predicting Stock Returns With Volatility | Performance of Leveraged ETFs | Predicting Short-Term Crypto Returns
Welcome to this week’s edition of Research Insights, where I discuss recent research with actionable takeaways and ideas for investors and traders.
I’m grateful for the strong response these posts have received. Each one takes time to research, test, and write, and to support this ongoing effort, I’m now including them as part of my premium content. If you find them valuable, I’d love to have you as a subscriber.
This week I discuss three topics: Predicting short-term stock returns with abnormal volatility, understanding how leveraged ETFs behave in different regimes, and a trading/volatility model for predicting short-term crypto returns with strong performance after costs.