no one works harder than VolQ - fact
young and hungry is the way
gonna tweet research at you for 3 days straight - just watch me - normies will not know what hit them

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More from @WifeyAlpha

16 Jan
Einstein’ research - work hard ImageImage
Read 4 tweets
16 Jan
Taking a little break from research … check out these gems from VolQ Image
Read 7 tweets
16 Jan
Wifey Research Thread

1. Regimes & Correlations
2. Risk On/Off Bull/Bear Markets
3. The VIX

(make sure you click into the thread for papers and research)
1. Regimes & Correlations
2. Risk On/Off Bull/Bear Markets
Read 27 tweets
16 Jan
wifey flex Image
we are all just students of life

Number 5 here ladettes and lads
Everyone is rethinking equity-bond corr Image
Read 5 tweets
16 Jan
The 2007-2009 crisis has intensified the need for indicators of the risk aversion of market participants. It has also become increasingly commonplace to assume that changes in risk appetites are an important determinant of asset prices.
Not surprisingly, the behavioral finance literature (see e.g. Baker and Wurgler, 2007) has developed “sentiment indices,” and financial institutions have created a wide variety of “risk aversion” indicators (see Coudert and Gex (2008) for a survey).
One simple candidate indicator is the equity variance premium, the difference between the squared VIX index and an estimate of the conditional variance of the stock market.
Read 16 tweets
16 Jan
Handling risk-on/risk-off dynamics with correlation regimes and correlation networks (2015)… Image
Can Market Regimes Really be Timed with Historical Volatility? (2021)… Image
Regime Switches in Interest Rates (1998)…
“We show that the regimes in interest rates correspond reasonably well with business cycles, at least in the US.” Image
Read 10 tweets

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