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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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QuantSeeker
5
1
What the Front End of the VIX Curve Knows
The Predictive Information Embedded in VIX Inversion
May 18
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QuantSeeker
4
1
Don't Be Too Smart About History
Why filtering for “similar” market regimes can make forecasts less reliable
May 9
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QuantSeeker
3
1
Which Macro Indicators Actually Predict Market Drawdowns?
Systematic evidence on which indicators work, and when.
Apr 30
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QuantSeeker
7
1
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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QuantSeeker
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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QuantSeeker
7
1
What Drives the Commodity Skewness Premium?
Where the signal comes from and where it doesn’t.
Mar 30
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QuantSeeker
5
1
Skewness as a Time-Series Signal in Commodity Futures
Beyond Ranking Contracts: Skewness as a Within-Contract Timing Signal
Mar 16
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QuantSeeker
11
2
Trading Equity Volatility with a Bond Market Signal
Adding Treasury Volatility to a VIX Forecasting Model
Mar 5
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QuantSeeker
9
2
Crisis Alpha with Positive Carry and -0.5 Correlation to SPY
Testing a Simple Long/Short Strategy for Portfolio Protection
Feb 19
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QuantSeeker
8
2
1
A Simple Intraday Signal That Predicts Next-Day Returns
Testing it on 26 years of SPY Data
Feb 8
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QuantSeeker
18
1
GVZ and Gold Returns
Implied Gold Volatility, Regimes, and Portfolio Implications
Jan 29
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QuantSeeker
7
2
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