Think like a trader
Does gold belong in a risk premia portfolio?
With GLD up 40-something percent since early 2024, I’ve been thinking about gold’s place in a risk premia harvesting portfolio.
risk premia
-
-
Quant tradingThink like a traderTrading strategiesThe Hidden Gems of High Yield Bonds: Fallen Angels
What’s a Fallen Angel Bond? It’s a bond that’s been kicked out of investment-grade paradise. Once upon a time, it
-
Quant tradingSome Things Just Go Up (If You Wait Long Enough)
Here’s a chart of long-term asset performance…. The blue line shows returns from US stocks from 1900 to today.
-
Quant tradingThink like a traderHumility and The Pain Trade
If you don’t bring a humble attitude to the markets, the markets will quickly humble you. Being humble is fundamental
-
Quant tradingThink like a traderTrading strategies
Risk Premia Harvesting:
Investing in Things That Go UpThis risk premia post is part of a series derived from one of our recent Bootcamps, in which we developed