Related by context. Frequent words. (Click for all words.) 54 mean reversion 50 covariance 47 convexity 46 backtest 46 Relative Strength 46 correlations 46 upward sloping 46 GDXJ 46 #dma [001] 46 Monte Carlo simulation 45 Monte Carlo simulations 45 PE ratios 45 algo 45 inverse 45 unobservable 44 linear regression 44 arbitraging 44 uncorrelated 44 polynomial 44 parameter 44 VXO 44 y axis 43 VNQ 43 quants 43 unleveraged 43 inverse correlation 43 mispricing 43 implied volatilities 43 Hedged 43 riskless 42 diversifier 42 CAPM 42 binomial 42 algorithmically 42 xls 42 HUI 42 mispriced 42 laddering 42 arbitrage 42 min max 42 countertrend 42 overweighting 42 LQD 41 Correlations 41 invariant 41 indexers 41 statistical arbitrage 41 EONIA 41 buyable 41 highly correlated 41 Tjornehoj 41 Bollinger bands 41 algos 41 XLY 41 quadratic 41 negatively correlated 41 USDX 41 quantization 41 priori 41 valuation metrics 41 inverse ETFs 41 Conceptually 41 inverse relationship 41 bullish divergence 40 XLU 40 VWO 40 underweighted 40 commodity 40 inversely correlated 40 fractal 40 divergence 40 fungibility 40 Hindenburg Omen 40 ETF SPY 40 stochastic 40 uptrending 40 derisking 40 algorithmic 40 Inflation erodes 40 VIX futures 40 Inverse 40 algebraic 40 histograms 40 counter intuitive 40 matrix 40 risk premia 40 downward sloping 40 underweighting 40 NLY 40 asset allocation 40 correlation coefficient 39 counterintuitive 39 meta 39 transitive 39 directional 39 EEM 39 GSCI 39 universes 39 laddered 39 ETFs 39 alphas