Quant Letter: December 2023, Week-3
Weekly (27th Edition)
SSRN
Recently Published
Quantitative
Tactical ETF Strategy: Volatility Risk Premia & Crisis Alpha Harvesting: The author proposes a systematic method for investing in volatility risk premia via ETFs, utilizing futures contracts for backtesting data. (2023-12-17, shares: 2.0)
Online Portfolio Selection with Deep Sequence Features and Reversal Info: A new alg…
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