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Bitcoin's Fading Diversification Benefit
Rising equity exposure, weaker downside protection, and shrinking portfolio benefits
Jul 13
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QuantSeeker
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Volatility Indicators for Predicting S&P 500 Drawdowns
Adding volatility indicators to a drawdown forecasting framework
Jul 6
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4
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Buying the Dip Isn't Free
Why systematically buying market declines rarely improves risk-adjusted returns
Jun 25
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Is There Alpha in the COT Report?
Evidence from speculative positioning in commodity futures
Jun 12
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7
1
A Simpler Way to Rotate Across Sectors
Can market history improve sector selection?
Jun 1
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6
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Timing VX Futures with the Front-End VIX Curve
Combining Bond Volatility and VIX Term-Structure Signals
May 25
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What the Front End of the VIX Curve Knows
The Predictive Information Embedded in VIX Inversion
May 18
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QuantSeeker
4
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Don't Be Too Smart About History
Why filtering for “similar” market regimes can make forecasts less reliable
May 9
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Which Macro Indicators Actually Predict Market Drawdowns?
Systematic evidence on which indicators work, and when.
Apr 30
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7
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Pairs Trading in the Metals Complex: A Reality Check
Replication, walk-forward testing, and a simple ensemble fix for precious-metals ETF spread strategies.
Apr 20
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6
1
Does "Optimal" Portfolio Construction Actually Pay Off?
An Out-of-Sample Test of Six Portfolio Construction Methods
Apr 12
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What Drives the Commodity Skewness Premium?
Where the signal comes from and where it doesn’t.
Mar 30
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QuantSeeker
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