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 the evolution of the disease in certain geographical areas.… Read more..
Read MoreQdeck Rotella ML Long-Only Volatility Program
Qdeck 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..
Read MoreMarket Trend Barometer
The Trend Barometer measures the percentage of markets with medium to strong trends. Just as a thermometer reading of 32 degrees Fahrenheit equates to freezing, when the Trend Barometer reads a value that is less … Read more..
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