Concretum Research
by CONCRETUM GROUP
Latest episode
Audio-Paper: The Tranching Dilemma A Cost-Aware Approach to Mitigate…
Audio-Paper: The Tranching Dilemma A Cost-Aware Approach to Mitigate…
About this podcast
Be inspired by the audio content from our cutting-edge quantitative trading research, published on SSRN.com and in our website.
You can visit us at www.concretumgroup.com or reach us out in X or via email at [email protected]
Episodes
- Audio-Paper: The Tranching Dilemma A Cost-Aware Approach to Mitigate Rebalance-Timing Luck in Factor Portfolios. · 24 min · Season 1 Episode 5In this episode, the Concretum Research Team breaks down a hidden but powerful force in systematic investing: Rebalance Timing Luck—the idea that two identical factor strategies…
- Audio-Paper: ChatGPT in Systematic Investing - Enhancing Risk-Adjusted Returns with LLMs · 43 min · Season 1 Episode 4In this episode, the Concretum Research Team discusses a new study at the intersection of artificial intelligence and systematic investing. Conducted with Finreon Asset…
- Deep Dive: The Volatility Edge: A Dual Approach For VIX ETNs Trading · 17 minThis AI-generated NotebookLM-approved episode shows how individual investors can profit from the volatility risk premium using VIX-linked ETNs. A dynamic strategy tested from…
- Audio-Paper: The Volatility Edge: A Dual Approach For VIX ETNs Trading · 57 min · Season 1 Episode 3This Episode shows how individual investors can profit from the volatility risk premium using VIX-linked ETNs. A dynamic strategy tested from 2008–2025 yields strong returns with…
- Deep Dive: Catching Crypto Trends A Tactical Approach for Bitcoin and Altcoins · 14 minIn this episode, we share an approved Deep Dive by Notebook LM, highlighting a crypto trend-following strategy that blends classic technical tools with digital asset data, as…
- Audio-Paper: Catching Crypto Trends A Tactical Approach for Bitcoin and Altcoins · 52 min · Season 1 Episode 2We explore how a classic trend-following strategy using Donchian channels performs in crypto markets. Tested on Bitcoin and a broad altcoin dataset since 2015, this approach…
- Deep-Dive: The Power of Price Action Reading · 16 minIn this episode, we share an approved Deep Dive by Notebook LM, discussing the experiment conducted by Carlo Zarattini and Marios Stamatoudis, as presented in their fascinating…
- Deep Dive: Does Trend-Following Still Work on Stocks · 13 min · Season 1In this episode, we share an approved Deep Dive by NotebookLM discussing the key insights from our paper, "Does Trend Following Still Work on Stocks?"
- Audio-Paper: Does Trend-Following Still Work on Stocks? · 44 min · Season 1 Episode 1This paper explores the performance of trend-following strategies in U.S. stock markets over the past 70 years, addressing practical implementation challenges and techniques to…
