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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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1
Does "Optimal" Portfolio Construction Actually Pay Off?
An Out-of-Sample Test of Six Portfolio Construction Methods
Apr 12
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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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11
2
Trading Equity Volatility with a Bond Market Signal
Adding Treasury Volatility to a VIX Forecasting Model
Mar 5
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7
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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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
17
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GVZ and Gold Returns
Implied Gold Volatility, Regimes, and Portfolio Implications
Jan 29
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QuantSeeker
7
2
Managed Futures ETFs: What the Data Says So Far
Diversification is Real but Selection Matters
Jan 19
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5
1
How Multibaggers Really Happen
The Data and Research Behind Extreme Stock Market Winners
Jan 11
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17
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Popular Investing Research in 2025
Looking Back at a Year of Investing and Trading Research
Jan 2
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Combining Bitcoin Trend Signals Across Timeframes
I discuss a recent research paper and test its key insights on my own data
Dec 22, 2025
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QuantSeeker
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