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Rotella employs a rigorous scientific process to research investment opportunities and manage risk in the financial markets using world class technology.
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COVID-19: ANALYSIS AND FORECASTS
October 1st, 2020: An analysis of SARS – CoV2 Data and Forecasts
2020-10-01This is an update as of October 1st, 2020.
We are analyzing the existing available data on daily deaths caused by the SARS-CoV2 virus and use that in conjunction with certain simple models to predict … Read more..May 14th, 2020: An analysis of SARS – CoV2 Data and Forecasts
2020-05-14This is an update as of May 14th, 2020.
We are analyzing the existing available data on daily deaths caused by the SARS-CoV2 virus and use that in conjunction with certain simple models to predict … Read more..
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BATTLEBLITZ Webinar Series: QUANT MODELS UNDER STRESS!
2020-04-16How the COVID-19 Factor Model, Nowcasting and Updated Risk Parameters Will Save Institutional Allocations
APRIL 16, 2020 10:00AM – 11:00AM ESTQdeck Rotella ML Long-Only Volatility Program
2020-03-26Qdeck Rotella ML Long-Only Volatility Program (“MLVP”) is a fully-automated trading strategy designed to complement portfolios consisting of stocks, bonds and momentum.
Adding long VIX futures attains similar exposure to rolled put option exposure. This … Read more..