It would be nice to have a list of ETFs by benchmark and leverage. Then you could study strategies that short both the leveraged long and...
Does anyone here try to trade discount mean reversion of ETFs? There was a 2018 paper Inefficiencies in the Pricing of Exchange-Traded Funds by...
Is there an automated way to get credit ratings from Moody's, S&P, and Fitch given a stock symbol? I would like to see if credit ratings can...
An introducing broker partners with a futures commission merchant (FCM) to execute customer trades. There are various introducing brokers who use...
Suppose there are related securities, such as two preferred stocks of the same company, whose price difference should trade in a narrow band. How...
Having looked at HYG options for years, it's my impression that the ratio of implied vol to historical vol tends to be especially high, perhaps...
I think this tweet storm by @macrocephalopod is very good. Robert Carver has book-length treatments of these ideas.
The readership of Elite Trader probably skews heavily male, which may be why this sub-forum may say "Drop in here to chat about random off-topic...
I think this course offered by the CUNY Baruch MFE Program is interesting. I am not affiliated with Baruch and probably will not pay for the...
Based on this current paper from the Journal of Finance (October 2020 working paper here), do you think it is possible to profitably short the...
A Bloomberg article makes me wonder if shorting JGB futures is a trade with asymmetric upside. Bond Vigilantes Revive Wagers on a BOJ Hawkish...
On Yahoo Finance I sometimes see large moves in stocks after hours. Are they more likely to be reversed than moves during normal trading hours? My...
A current Bloomberg article, Wall Street Bulls See Hope for Reprise of Earnings-Season Bounce, says The arrival of earnings season has...
In Positional Options Trading (2020), Euan Sinclair says on p110 that "short-dated options had the highest variance risk premia" according to the...
VXX (long VIX futures ETN) has a lending fee of 33.8% on Interactive Brokers. If I were to buy a large position on IB, what is the chance I would...
The 'Actual Retail Price' of Equity Trades is a recent working paper, covered by Bloomberg. Abstract We compare execution quality of six...
Nexo says you can earn 8% on a Fixed Term bitcoin savings accounts. Would it make sense to invest in such an account and hedge the price risk of...
https://www.cnbc.com/2021/05/03/verizon-sells-yahoo-and-aol-businesses-to-apollo-for-5-billion.html Private equity firms cut expenses at firms...
Stock prices are commonly modeled as a geometric Brownian motion to value stock options, as in the Black-Scholes model. How do you model a stock...
Question prompted by this article: https://www.wsj.com/articles/chinas-star-board-defies-financial-gravity-in-a-hot-market-11598434202
Separate names with a comma.