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: Risk Adjusted Returns
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S&P 500 vs. Nasdaq 100: The 1,500% Divergence
Compare SPY vs. QQQ returns from 2007-2025. With 1,560% growth vs. 585%, data shows why the Nasdaq 100 is the superior engine for wealth accumulation.
AI Software Engineer at Google | PhD in AI & Engineering | Writing about AI, Engineering, Investing, and Personal Finance.