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David Varadi @bsamdavid

Joined March 2017
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David Varadi @bsamdavid

8 years ago

Rising yields delay gratification for income strategies- Great post as always by @choffstein : blog.thinknewfound.com/2018/11/the-yi…

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David Varadi @bsamdavid

8 years ago

We believe it makes more sense to have a dynamic beta strategy than sticking with a pure low vol/low beta approach: bsam.com/the-case-for-a… It is also a good way to manage risk for people that want to be fully invested in equities as opposed to traditional tactical strategies

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David Varadi @bsamdavid

8 years ago

Very interesting article on the use of credit spreads for forecasting asset class performance by @EconomPic : econompicdata.blogspot.com/2018/09/market…

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David Varadi @bsamdavid

8 years ago

Interesting post from Ilya @QuantStratTradR using Principal Component Momentum : quantstrattrader.wordpress.com/2018/09/17/pri…

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David Varadi @bsamdavid

8 years ago

Important article by @AllocateSmartly on FX risk and asset allocation: allocatesmartly.com/fx-risk-intern…

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David Varadi @bsamdavid

8 years ago

Good primer on trend-following with equities by @thinknewfound blog.thinknewfound.com/2018/09/a-tren…

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David Varadi @bsamdavid

8 years ago

Good summary of optimization methods by @InvestReSolve : investresolve.com/blog/portfolio…

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David Varadi @bsamdavid

8 years ago

@EmanuelDerman @KYB11 @BlueSkyAssetMgt I agree with you that it is technically called volatility smile asymmetry, but it can be termed skew under the assumption that the delta for call and put in the spread is not equal.

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David Varadi @bsamdavid

8 years ago

@EmanuelDerman @BlueSkyAssetMgt To clarify a high call-put implied volatility spread implies that call option prices exceed put option prices and P/C parity. Ofek et al (2004) claim that this happens when irrational investors move the stock prices (not option prices) away from fair value due to arbitrage limits

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Michael Venuto @michael_venuto

9 years ago

FYI in Canada some ETFs have what Americans call essentially 12 b1 fees and they are going away

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Deborah Fuhr, ETFGI @deborahfuhr

9 years ago

First Asset #ETFs Announce Planned Elimination of Advisor Class Units bit.ly/2nXJaVG

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David Varadi @bsamdavid

9 years ago

Understanding How ETFs Trade in the Secondary Market - Alpha Architect sgq.io/xyFvm-B6 via @alphaarchitect

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David Varadi @bsamdavid

9 years ago

The Definitive Book on Factor Investing - GestaltU gestaltu.com/2017/01/defini…

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David Varadi @bsamdavid

9 years ago

All About Factors & Smart Beta | Flirting with Models blog.thinknewfound.com/2017/03/factor… via @thinknewfound

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David Varadi @bsamdavid

9 years ago

Understanding ETF liquidity by Alpha Architect @alphaarchitect sgq.io/xyFvm-B6

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