Darren 🥚🐣🕊️ @ReformedTrader
Trend, value, quality, carry, and volatility... Strength is made perfect in weakness. See the pinned tweet for compound return generators. Joined July 2011-
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50 Charts showing the Current State of Volatility @rcmAlts interview with Jeremie Holdom and Colin Suvak of LongTail Alpha (April 25, 2024) youtube.com/watch?v=CCMkn0…
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"Seeking Income with Options For Your Portfolio?" NO.
"Seeking Income with Options For Your Portfolio?" NO.
Relative Merits of Investable Hedge Fund Indices and of Funds of Hedge Funds in Optimal Passive Portfolios (Pezier, White) NOTES: The Sharpe ratio adjusted for skewness and kurtosis is interesting, but VIX is not tradeable, and the sample is very short. core.ac.uk/download/pdf/6…
Option Implied Volatility, Skewness, and Kurtosis and the Cross-Section of Expected Stock Returns (Bali et al.) "Only _unsystematic_ implied skewness & kurtosis are related to ER [based on analyst price targets] after controlling for other variables." papers.ssrn.com/sol3/papers.cf…
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Jim Carroll @vixologist
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Council on Academic F.. @cafharvard
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Margery Smelkinson, P.. @MSmelkinsonPhD
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Tracy Høeg, MD, PhD @TracyBethHoeg
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554K Followers 201 Following Ph.D in biomedical science interested in nutrition, brain & aging. Host of FoundMyFitness podcast https://t.co/rirQwqebxL
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148K Followers 1K Following Director @UGI_at_UCL. Interest in Infectious disease epidemiology, pathogen genomics, global health, and all sorts of other stuff.
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345 Followers 621 Following Assistant professor @UniMelb. Research field: Institutional investors, text analysis, and sustainable finance. Ph.D. @SFI_CH & @USI_en.
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Bill Luby @VIXandMore
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Corey A. DeAngelis, s.. @DeAngelisCorey
152K Followers 2K Following Senior Fellow, @SchoolChoiceNow; Visiting Fellow, @HooverInst; Executive Dir., @EF_Institute; Board Member, @LJCenter; Forbes 30 Under 30; Miranda 💍 NEW BOOK👇
Amanda @AmandaLuvsRoses
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Hilda Bastian, PhD @h.. @hildabast
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Monica Gandhi MD, MPH @MonicaGandhi9
91K Followers 665 Following MD, MPH; ID/HIV MD; UCSF (tweets own); No conflicts; Wrote book on COVID & pandemic playbook pub. Mayo Clinic Press called Endemic: A Post-Pandemic Playbook
ice9 @__ice9
8K Followers 2K Following I do quantitative things. Sometimes I think about society and economics.
Three charts on CAPE vs. P/B. 2007, 2009, and today. Via Norbert Keimling at taunustrust.de
Last time I saw my oldest daughter 27 she looked great. She’s come a long way, tho. Now: deadlifts/squats, vegan to omnivore, bf👍, just got hired at Apple. She told me this morning she got hit on at the gym. Sounds outrageous, right? Naw, she deserves a little (safe) attention
38% Private Equity ≈ 60% Equity This is like 80% equity, 10% fixed income, 10% real assets, and 20% absolute return.
Stanford $35b endowment investment allocation
I know nobody needs to know this. "use a calculator" yada yada. I find stuff like this useful (otherwise if I hear 4x in 10 years I'd probably be wondering what that was as I ignored the next 50 words out of the speakers mouth. maybe now I only ignore the next 12) the end
Quick way to estimate compound annual return If you start with $1 and end up with X dollars then your compounded return is: 70% * (# of doublings to get to X/ years) Try it yourself
@therobotjames when i see these guys i am quesstion the idea that markets "allocate capital efficently"
sometimes I feel primitive, crass, unenlightened. then I read some tweets by landlords on twitter…
@AnEriksenWife Meet Christine, my human golden retriever.
@TheReal50972902 @orrdavid Depends on maturity you want. The futures options are insanely liquid but just for a couple months
@choffstein @thepmoss We've been doing this for years...
@thepmoss Take a managed futures strategy. Instead of holding just cash internally, buy stocks. Go back to your strategic portfolio. Sell stocks and buy the "stocks + managed futures" strategy. ET VOILÀ!
Blackthorne: It’s called “return stacking.” We can introduce additional return streams on top of your existing strategic portfolio, unlocking the diversification benefits of alternatives without the behavioral problems. Mariko: The anjin wants to use leverage.
@ReformedTrader @MebFaber “You may not like it, but noise makes trading possible. That error term, that inefficiency, is what makes markets crossable.”
@ReformedTrader @MebFaber I never knew being a quant is sexy..👀
Without this info I can't give them any helpful advice. I responded asking for more info, and *if* they give then I *may* remember to respond. If they had sent all the info in the first message, there's a much higher chance I would have responded to them.
what makes this even funnier is that the fed economists take themselves way more seriously than the nasa engineers
I officially have the world record as of today! 200 ultramarathons in 200 days. Wow it’s nice to have it verified! guinnessworldrecords.com/world-records/…
@ReformedTrader @MebFaber “And always half your Kellys when you analyse the components,” There be monsters lurking in higher moments.”
@ReformedTrader @MebFaber “Ergodicity! Ergodicity! What must I do? How can I quickly and systematically avoid you?”
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