“A Violent Repricing of Geopolitical Risk. The Barometer Clears 55 and Enters Strong“ Trend Following Weekly Report This was the week the whipsaw ended. Iran declared the Strait of Hormuz open to commercial shipping. OPEC cut its Q2 2026 demand...
The Zero Beneath the Zero What we found when we looked beneath the most quoted statistic in finance, and what it means for how we understand markets. The most quoted statistic in quantitative finance is the autocorrelation of daily returns....
