What is 'alpha decay' in finance, and are past returns indicative of future returns after all? originally appeared on Quora: the place to gain and share knowledge, empowering people to learn from ...
In this article I will walk you through the commonly used but wrong way to think about volatility decay. We'll then walk through an example of volatility decay with realistic numbers. Afterwards, ...
TQQQ is practically perfectly correlated to QQQ on a daily basis. However, TQQQ shows very poor correlation to QQQ when 3-year price movements are considered. Polynomial techniques (which incorporate ...
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