Quantifying Fear: Why Volatility is the Mirror Image of Returns
A data-driven analysis of the VIX as a buy signal. Historical data proves that buying extreme fear (>40) triples equity returns compared to buying complacency.
Tag: behavioral finance
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The DAX 40 “Total Return” Deception: Why Germany’s Index Looks Better Than It Is
Germany’s DAX 40 uses a performance index methodology, reinvesting dividends to hide structural stagnation. In this article, it’s been compared fairly to the S&P 500 and the gap is massive.
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The January Effect: Structural Alpha or Arbitraged Away?
Is the January Effect dead? I analyzed 30 years of Russell 2000 data. Discover why the signal has decayed and where small-cap alpha still hides in 2025.
AI Software Engineer at Google | PhD in AI & Engineering | Writing about AI, Engineering, Investing, and Personal Finance.