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Ralph Winters

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5 Questions

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Can the futures market's open interest predict commodity, treasury, and equity returns?

futures trading forecasting prediction open-interest

Sep 8 '19 at 8:00 Rodrigo de Azevedo 249

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Do binary options make any sense?

options risk binary-options

Sep 13 '15 at 5:30 SmallChess 2,206

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Do low volatility stocks outperform high volatility stocks over the long run?

volatility risk research equities

Sep 17 '11 at 8:42 Patrick Burns 2,107

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Given two portfolios with identical correlation matrices, which one will have a better risk/reward ratio?

beta modern-portfolio-theory

Jan 5 '13 at 2:05 DeepSpace101 183

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What is the longest number of consecutive days that options implied volatility has stayed “extremely high” for any particular underlying?

volatility options implied-volatility

Jul 21 '17 at 5:34 james 31

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