For months now, bitcoin has followed a frustratingly familiar pattern for the bulls: seemingly over-correlated with the Nasdaq 100 when that stock gauge headed lower, but losing nearly all correlation ...

There is strong evidence of a negative cross-sectional relationship between realized skewness and future stock returns - stocks with negative skewness are compensated with high future returns for ...

The recent pullback in Bitcoin's price could be due to tight monetary policy or deteriorating macro conditions. If Bitcoin loses support near current levels, it could move back into the 30,000-50,000 ...

Many investment fund managers face a dilemma: they need to achieve true diversification with their allocations and non-correlated sources of return, but it’s an elusive goal if you don’t correctly ...

I THANK Mr. Jizba for directing my attention to the fact that a negatively skewed distribution which “one would expect to find in Nature” has been suggested. There are other statistical types of ...