Volatility vs. Drawdowns
one is not the other
Finance
Stockviz.
Quantitative analysis, market data, and investment research.
Recent essays
30 of 49Doomsayers were doomed and India bloomed
…yet again!
The Map is not the Territory
academics have a map but we live in the territories
Day and Night
a hypothesis...
Happy Independence Day!
Our 80th tryst with destiny
Generals always prepare to fight the last war
... and so do academics.
Accelerate or Die
growth or death?
Industry Momentum
... its everywhere!
Momentum in Country Indices
the premier anomaly strikes again!
Trend-following is easy...
... until you do it.
Dual Momentum?
More like Duel Momentum.
Factor MAX
... more like Factor mid
Activity ≠ Outcome
the more you do, the less you make.
Two Trillion Dollars
when the market-cap moons before the rocket
Hype & Indices
the active choice of passive indices
Weekend Markets
scratching the FOMO itch
The fish that don't eat the whale
big Indian companies stay big
Stock Market ≠ Economy
an oldie but a goldie
Rollovers
leverage is not free
Stay Calm and Hedge Along
on market neutrality
Much of a muchness
traders gonna trade
The Shape of Futures
simple, but not simpler
Oh! Momentum!
Is it always darkest before the dawn?
Force Majeure
Epic Fury
Active Ruminations
on average
Ta-ripped Up!
Trump brutally lawmogged by SCOTUS for tariffmaxxing
Sell IT
the Software Singularity doesn't need software
Thanksgiving Turkey
Systematic option selling programs do be like that...
He who sleeps in a silver bed has golden dreams
... or nightmares, as it turns out
Threads...
... you can pull on this one.