QuantpediaDo S&P500 0DTEs Options Increase Market Volatility?Recent market action has once again underscored how rapidly volatility can surface across asset classes, as evidenced by pronounced price…3d ago3d ago
QuantpediaWho Is the Counterparty to the Pro-Cyclical InvestorsAn interesting transaction-level study we take a closer look at today asks who takes the other side of trades when the most pro-cyclical…Jan 26Jan 26
QuantpediaIs The Optimal Long-term Portfolio Share of Bitcoin Negative?The crypto-enthusiast’s mantra — “just add Bitcoin and watch the efficient frontier fly” — runs into a hard empirical wall when you extend…Jan 22Jan 22
QuantpediaThe Fallacy of Concentration RiskMarket concentration has become one of the most discussed structural risks in today’s equity markets. A small group of mega-cap stocks —…Jan 19Jan 19
QuantpediaCross-Asset Price-Based Regimes for GoldThis article develops a price-based macro–financial model of gold that formally links its medium-horizon return dynamics to cross-asset…Jan 5Jan 5
QuantpediaTop Ten Blog Posts on Quantpedia in 2025One year is again behind us (in this case, it was 2025), and we are all a little older (and hopefully richer and/or wiser)…Jan 2Jan 2
QuantpediaUnderstanding Gold — Hedge, Diversifier, or Overpriced Insurance?In Understanding Gold, Claude B. Erb and Campbell R. Harvey examine gold’s enduring reputation as a safe-haven asset and contrast popular…Dec 23, 2025Dec 23, 2025
QuantpediaShould We Use U.S. Government Shutdowns as a Signal for Investment Decisions?U.S. government shutdowns are a recurring political event that often dominate headlines — but do they actually translate into meaningful…Dec 19, 2025Dec 19, 2025
QuantpediaCan We Blame Index Funds for More Volatile Financial Markets?Over the past seven decades, U.S. equity-market volatility has roughly doubled — from about 10% to 20% — and this increase is concentrated…Dec 15, 2025Dec 15, 2025
