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Alexander Kurguzkin (mehanizator)
1,752 followers -
Quantitative trader
Quantitative trader

1,752 followers
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Some contrarian ideas
Charts below show volatility-normalized (monthly window) pairs. In my opinion, they present interesting contrarian ideas. Stocks vs. VIX products: Long-term Treasury vs Stocks: Stocks vs. REIT:

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Volatility Premium Paradox
Most of the market volatility exist because the market crowd is being biased and irrational and consistently fails to estimate the future. At the other hand, the same market crowd wants a premium for being exposed to market volatility. It sounds a paradox: ...

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Stocks and Volatility: Possible Regime Change
One of the indicators I pay particular attention to is an indicator of a relationship between stock ETF and VIX ETFs. In the long run, VIX ETFs are just proxies to leveraged SPY short position, but their relationship is remarkably cyclical. Last time I noti...

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Simplest way to improve your return to risk ratio
There is an industry standard to understand price volatility as a measure of risk. Most traders are too serious about it, they think it is a must to adopt the same understanding for their own. Actually, a risk is a pretty vague a notion, you can define it v...

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