From Statistical Foundations to Implementable Strategies
Volatility of Volatility Explained: How It Differs from Traditional Volatility
How to Apply Quantitative Models for Gold Price Forecasting and Hedging
Risk–Return Trade-Offs in Covered Call Strategies
A Regime-Switching Framework for Foreign Exchange Hedging and Equity Market Analysis
How Data Quality and Quantity Affect Model Accuracy and Stability
Evidence from a Multi-Market Empirical Study
Diagnosing Strategy Decay and Establishing Exit Conditions in Systematic Trading
A Study of Position Sizing and Dynamic Risk Management
Regime Dependence in Option- and Bond-Based Hedging
Practical Insights into Model Selection for Options and ETF Markets
Momentum in Commodities and Stocks: Performance and Refinements
