Artur Sepp Blog on Quantitative Investment Strategies

Recent Posts

• Tail risk of systematic investment strategies and risk-premia alpha
• Trend-Following CTAs vs Alternative Risk-Premia (ARP) products: crisis beta vs risk-premia alpha
• My talk on Machine Learning in Finance: why Alternative Risk Premia (ARP) products failed
• Why Python for quantitative trading?
• Machine Learning for Volatility Trading
• Trend-following strategies for tail-risk hedging and alpha generation
• Lessons from the crash of short volatility ETPs
• Diversifying Cyclicality Risk of Quantitative Investment Strategies: presentation slides and webinar Q&A
• Volatility Modelling and Trading: Workshop presentation
• Allocation to systematic volatility strategies using VIX futures, S&P 500 index puts, and delta-hedged long-short strategies
• Why the volatility is log-normal and how to apply the log-normal stochastic volatility model in practice
• Volatility Modeling and Trading: Q&A with Euan Sinclair
• Quantitative Approaches to Wealth Management: An Interview for Instututional Investor Journals
• How to optimize volatility trading and delta-hedging strategies under the discrete hedging with transaction costs