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Be inspired by the audio content from our cutting-edge quantitative trading research, published on SSRN.com and in our ... more
FAQs about CONCRETUM RESEARCH:How many episodes does CONCRETUM RESEARCH have?The podcast currently has 7 episodes available.
June 27, 2025Deep Dive: The Volatility Edge: A Dual Approach For VIX ETNs TradingThis AI-generated NotebookLM-approved episode shows how individual investors can profit from the volatility risk premium using VIX-linked ETNs. A dynamic strategy tested from 2008–2025 yields strong returns with low equity correlation. With proper tools, volatility trading is now accessible—but must be approached cautiously....more17minPlay
June 27, 2025Audio-Paper: The Volatility Edge: A Dual Approach For VIX ETNs TradingThis Episode shows how individual investors can profit from the volatility risk premium using VIX-linked ETNs. A dynamic strategy tested from 2008–2025 yields strong returns with low equity correlation. With proper tools, volatility trading is now accessible—but must be approached cautiously....more58minPlay
April 09, 2025Deep Dive: Catching Crypto Trends A Tactical Approach for Bitcoin and AltcoinsIn this episode, we share an approved Deep Dive by Notebook LM, highlighting a crypto trend-following strategy that blends classic technical tools with digital asset data, as explored in a paper on Donchian channels and volatility-based rotation....more14minPlay
April 08, 2025Audio-Paper: Catching Crypto Trends A Tactical Approach for Bitcoin and AltcoinsWe explore how a classic trend-following strategy using Donchian channels performs in crypto markets. Tested on Bitcoin and a broad altcoin dataset since 2015, this approach delivers strong returns and risk-adjusted performance. We also cover transaction cost management and real-world execution tips....more52minPlay
January 24, 2025Deep-Dive: The Power of Price Action ReadingIn this episode, we share an approved Deep Dive by Notebook LM, discussing the experiment conducted by Carlo Zarattini and Marios Stamatoudis, as presented in their fascinating paper titled "The Power of Price Action Reading."...more16minPlay
January 17, 2025Deep Dive: Does Trend-Following Still Work on StocksIn this episode, we share an approved Deep Dive by NotebookLM discussing the key insights from our paper, "Does Trend Following Still Work on Stocks?"...more13minPlay
January 17, 2025Audio-Paper: Does Trend-Following Still Work on Stocks?This paper explores the performance of trend-following strategies in U.S. stock markets over the past 70 years, addressing practical implementation challenges and techniques to reduce transaction costs....more45minPlay
FAQs about CONCRETUM RESEARCH:How many episodes does CONCRETUM RESEARCH have?The podcast currently has 7 episodes available.