Welcome to the Permuto Volatility Cup
We’re celebrating the release of the Permuto Statistical Volatility Perpetuals (svPerps) production platform by running a challenge, sponsored by Chia Network Inc., to see who has the hottest hands at…
A Feature, Not a Bug
The Unintended Consequences of Mass Index ETF Adoption A blindfolded monkey throwing darts at a newspaper’s financial pages could select a portfolio that would do just as well as one…
One Person’s Trash…
People buy stocks for different reasons. The same criteria that makes a stock an obvious buy for one type of investor may disqualify it from consideration for another type of…