Month: May 2020
A strategy with straddles can be similar to a trend followings strategy and it can highlight the trade off between insurance premiums and deductibles.
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The Hidden Cost in Costless Put-Spread Collars: Rebalance Timing Luck
January 24, 2023
Return Stacking in an Inverted Yield Curve Environment
January 18, 2023
Liquidity Cascades: The Coordinated Risk of Uncoordinated Market Participants
September 11, 2020
Rebalance Timing Luck: The (Dumb) Luck of Smart Beta
August 14, 2020
Defensive Equity with Machine Learning
By Corey Hoffstein
On May 25, 2020