Flirting with Models

The Research Library of Newfound Research

Tag: stock picking

Why quants don’t pick stocks

Why don't quants pick stocks? Quants prefer to look for broad characteristics where they can diversify away idiosyncratic risk.

Relative Volatility, a Bastion of Capital Market Normalcy

While relative shifts in return are common, both over short and long periods, relative shifts in volatility tend to persist over a variety of time horizons.
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