The October edition of the Portfolio Construction newsletter presents Total Portfolio Approach (TPA) tail risk optimization with Conditional Maximum Loss (CML).

Make sure to check it out and stay tuned for some new exciting results next week.

#quant #quantsky #finance #markets #python #investing

A New Stage, a New Deadline: Quantpedia Awards 2027 Are Here Again!

Quantpedia Awards 2027 are here — with over $25,000 in prizes and a bigger stage for outstanding quant research!
quantpedia.com/a-new-stage-...

#quant #algo #trading #research #competition #quantpedia #awards

QNT went from $55 to $373 in 6 weeks. Faster than its 2021 run. But almost none of that move is backed by company profit. Here is what the actual accounts show:

#QNT #Quant

QNT just bounced off the bottom of a massive ascending channel it has respected for years. Every time price touched that lower boundary, it exploded. Guess where it just touched.

#Quant #QNT #Altcoin #Crypto #CryptoAnalysis #Cryptocurrency #Investing

Watch the full

https://youtu.be/Hua7h3x5ewQ

As of 11:28 am New York on Wednesday, options on the US listed Taiwan ETF, proxy for Taiwan's TAIEX, price a 1.93% day. 30 day IV at 30.7% sits 3.7 vol points over 20 day realized of 27% to the Sep 29 close, so options price bigger moves than that window delivered.

#volatility #derivatives #quant

#quant #altcoins Datos de mercado en tiempo real. No es asesoramiento financiero.

US Bank Group Selects Quant for Tokenized Deposit Network, But Token Utility Remains Unclear

https://newisty.com/blog/us-bank-group-selects-quant-for-tokenized-deposit-network-but-token-utility-remains-unclear?utm_source=social&utm_campaign=crypto_news

#quant #tokenizeddeposits #theclearinghouse

Options on the US listed China large cap ETF, the proxy for the FTSE China 50, price 4.4 vol points over what it has delivered. At Tuesday's New York close 30 day IV was 22.3%, a 1.40% typical day, against 17.9% realized over 20 sessions.

#volatility #derivatives #quant

QNT has fewer coins than Bitcoin. After burning 39.5% of supply in September 2018, Quant's total supply sits at just 14.61M tokens, about 30% smaller than Bitcoin's 21M cap, with nothing left to unlock.

#Quant #QNT #Altcoin #Crypto #TokenSupply #Cryptocurrency

https://youtu.be/TMp-GwEMNJ0

Altcoin Season Index en 70. #bitcoin #quant Datos de mercado en tiempo real. No es asesoramiento financiero.

Pension funds just repriced: 30 year Treasury yield highest since 2002. The 30-year Treasury yield hit its highest level since 2002, per CNBC — the benchmark pension funds use to discount future payouts, converting money owed decades from now into today's dollars.

#quant #stocks

Índice de miedo y codicia: 73 (Avaricia). #quant #criptos Datos de mercado en tiempo real. No es asesoramiento financiero.

Why Quant Moves So Fast Now

A week ago only about 1% of Quant's value traded each day. Now roughly a quarter changes hands daily on the big exchanges. Most tokens sat with long-term holders, so when new buyers rushed in,…

#quant #altcoins #crypto

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