Market Risk Premium
We look at the Market Risk Premium, the formula for the market risk premium, its role in CAPM and marking trading and investment decisions.
Section
Blog Posts – page 12
Portfolio Simulation Among Top Traders & Hedge Funds: Methods, Tools & Best Practices
Learn how top hedge funds simulate portfolios using backtesting, real-time modeling, and stress testing, and how you can replicate this.
High-Volatility Liquid Alternatives
We look at how high-volatility alternatives, when sized and managed correctly, can boost portfolio efficiency and diversification.
Pass-Through Securities
We look at pass-through securities and the advantages they can offer traders and investors across several dimensions.
Prepaid Variable Forward (PVF)
We look at how Prepaid Variable Forwards let investors unlock cash from stocks, defer taxes, and hedge risk. Find out more here.
Future-Start Options
Future-Start Options offer delayed strike flexibility, forward volatility exposure, and strategic hedging for volatility arbitrage traders.
Citadel’s Trading Strategies [Ken Griffin Trading Philosophy]
We look at how Citadel evolved into a $60B+ hedge fund powerhouse under Ken Griffin, using multi-strategy trading and risk controls.
300+ Finance Quant Interview Questions (And Answers)
300+ Quant Interview questions from 7 categories, including Math & Stats, Programming, Finance, Econometrics, Strategic Thinking, and more.
Corridor Variance Swap
A corridor variance swap pays based on realized variance within a price range, letting traders profit from targeted volatility.
What Is Portable Alpha?
We look at portable alpha, what it is, example implementations, and its association with the 2008 financial crisis.