Search
Patrick Ling
Aug 82 min read
Volatility Clustering and the Dawn of a New Era
The BOJ recently exited from its decades-long zero interest rate policy. Does this portend a new era? Let's also learn about vol clustering.
156 views0 comments
Patrick Ling
Feb 75 min read
The S&P 500 was flat, but VXX was down 2.4%. What happened?
The S&P 500 was flat, but VXX was down a significant 2.4%. What happened? Is the VXX broken? Do we understand how VXX works?
315 views0 comments
AllQuant
Nov 13, 20234 min read
Capital Protected Portfolio - A Review On How It Has Performed
The capital-protected portfolio was introduced in April. It has done well, thanks to the volatility trading strategy. Here's an update.
271 views0 comments
Patrick Ling
Jul 20, 20233 min read
How Does Volatility Impact Future Outcomes?
Volatility is the least understood topic among investors. However, it has a big impact on future outcomes so it is as important as returns.
174 views0 comments
Patrick Ling
Jun 23, 20233 min read
Where Do Black Swans Lurk?
Black swans are events that come out of nowhere and can lead to significant losses in a portfolio. Do we know where black swans lurk?
165 views0 comments
AllQuant
Jun 12, 20234 min read
AQ's Secret Weapon - Volatility Trading
Volatility trading is a key strategy underpinning all the portfolio solutions iFAST clients are using. This is a unique offering from AQ.
265 views0 comments
AllQuant
May 15, 20231 min read
Market Update - Inflation And Labor Market (Video Post)
Headline inflation is coming down fast. This is mainly driven by lower commodity prices. However, core inflation remains sticky. What's next
109 views1 comment
AllQuant
Apr 3, 20233 min read
Volatility Trading - Protecting Your Portfolio From Crisis
AllQuant teaches a unique strategy called Volatility Risk Premium. This strategy did well in 2022 and continues to do well in 2023.
278 views0 comments
Patrick Ling
Nov 8, 20224 min read
Introducing Volatility Factor Investing
Targeting low volatility is one of the key focus of institutional investors because it delivers a good risk-adjusted return in the long run.
158 views0 comments
Patrick Ling
Sep 8, 20223 min read
Why Low Portfolio Volatility Offers Better Investing Outcome
The laws of mathematics suggest that it is more difficult to generate long-term returns if portfolio volatility is high. Let's take a look.
188 views0 comments
Patrick Ling
Aug 24, 20222 min read
Time To Replace VXX With VIXY Permanently
VIXY has finally overtaken VXX in popularity. It is time to replace VXX permanently with VIXY.
253 views0 comments
Patrick Ling
Mar 16, 20224 min read
Important Update on VXX
This is an important update on VXX due to issuance halt by the issuer.
267 views0 comments
AllQuant
Sep 24, 20211 min read
Volatility Trading - Profiting in Crisis (QIF 2021)
Our webinar highlights and recording from Quantitative Investing Festival 2021. Topic - Volatility Trading - Profiting in Crisis
61 views0 comments
Patrick Ling
Sep 19, 20214 min read
What drives VXX price changes?
VXX is a popular trading tool used to trade volatility. But what causes VXX price to change and why does it lose value over time?
169 views0 comments