HeyJaredValuelytica Research
Systematic trading with a focus on risk premia harvesting and finding edges.
- Indexed issues, last 90 days
- 7
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- Sep 25, 2026
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- Jul 4, 2026
Latest issues
Hedging Without Losing Your Edge: A Practical Primer (opens the original)
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This is a first primer on hedging. This topic is way to big with to many facets to be done with in one post.Hedging is often described simply as a way to reduce or eliminate risk. While that definition is broadly correct, it can be misleading because effective hedging is not about making an investment or portfolio “safe”. Rather, hedging is about managing specific unwanted exposures while preserving the risks that are responsible for generating returns.This distinction is important. Every trade,
The Four-Hour FX Trade (opens the original)
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The FX market is relative uncorrelated to other markets which makes it interesting for a diversified portfolio. Unlike other markets the foreign exchange market never really sleeps. As trading moves from Asia to Europe and then to the United States, different investors, firms, and financial intermediaries enter and leave the market at different times. Yet much of what we know about currency returns is based on daily data, which effectively compresses this 24h market into a single number.Jiang’s
Missing The Big Picture Over Small Details (opens the original)
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In quantitative trading, it’s easy to mistake the search for precision for progress. Details matter, but sometimes, they matter far less than we think. The real danger is missing the big picture over small details.This means spending too much time refining secondary details before you have properly understood the primary market effect you are trying to trade. This can involve experimenting with e.g. advanced modelling techniques or complex portfolio optimizers while neglecting the more important
EOM Effect in Zero Coupon Bonds (opens the original)
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Yeah I know, yet another post on the End-of-month effect in bonds. The end-of-month effect in bonds is a well-known seasonal pattern, but its persistence makes it worth revisiting. I already examined the effect in TLT (20+ Year Treasury Bond ETF) (see below) and explore whether a similar opportunity exists in a closely related instrument, ZROZ (PIMCO 25+ Year Zero Coupon U.S. Treasury Index ETF).Understanding the End-of-Month EffectThe basic idea is straightforward. Long-duration U.S. Treasury b
Themeflow Momentum (opens the original)
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Financial markets tend to move through recurring cycles of expansion and contraction, but these cycles rarely affect every part of the market equally. Different areas respond differently to changes in the economic environment, with some proving far more sensitive than others. Industries driven by rapid technological innovation, shifts in consumer demand, government regulation, monetary policy, or fluctuations in commodity prices often experience more pronounced swings in performance than the bro
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