Risk in finance used to be a mood. Then, in two tight leaps, it became a…
Category: ALPHA RESEARCH
Robert Shiller and the Theory of Irrational Markets: Why Humans Break Financial Models
Financial models once promised a clean world. Prices reflect information. Risk is rewarded. Deviations are noise.…
Backtests, Data, and Discipline: Why Quant Systems Beat Random Decisions Over the Long Run
Quant investing is not a magic trick. It is a way to make decisions that can…
Consistency Over Genius: How Systematic Investing Builds Wealth While Chaotic Trading Destroys It
Markets reward discipline in a way they rarely reward inspiration. A steady, rules‑based approach compounds quietly…
Systematic vs. Emotional: Why Humans Lose to Algorithms in Investing
We like to think markets reward insight, but most of the time they reward discipline. By…
Leading vs. Lagging: Which Macro Indicators Really Predict Market Stress?
Markets do not move on principle; they move on flows, funding, fear and the occasional fact.…
Inflation, Rates, and Risk Assets: The Macro Triangle That Drives Modern Markets
Modern markets are choreographed by a small set of forces that rarely sit still long enough…
Why Markets Move Before the News: The Hidden Impact of Macro Indicators on Asset Prices
You have probably watched it happen in real time. Futures lean lower an hour before a…
Black Swans and Volatility: Why Extreme Events Break Most Risk Models
The everyday market feels busy enough. Prices twitch, headlines flare, and risk dashboards glow with precision.…
GARCH Volatility: When Markets Have Memory
Markets do not forget their last scare. They carry it forward, often quietly, until another surprise…