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Alpay Kaya's  Instablog

Alpay Kaya
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My professional background is in algorithmic proprietary trading with a basis in quantitative research. Having led systematic strategy research efforts in both Fortune 500 and start-up hedge fund enterprises, my experience spans asset classes and instruments. Like many others, I came to the... More
My blog:
Alpay Kaya, CFA
My book:
The Value in Volatility: A Practitioner's Guide to Leveraged ETFs
  • Get "Value In Volatility" FREE On Kindle

    For today only, my book Value in Volatility: A Practitioner's Guide to Leveraged ETFs is available for FREE download on Kindle.

    Apr 03 10:32 AM | Link | Comment!
  • Effective Log Leverage (Excerpt From Leveraged ETFs)

    An excerpt from my book Leveraged ETFs (on the correct way to view leverage) has been posted to my blog.

    Jul 08 10:50 PM | Link | 1 Comment
  • Note To Researchers: Piracy Is NOT The Sincerest Form Of Flattery!

    We've all heard the saying about a connection between imitation and flattery. Outright copying may be an extension of imitation, but the metaphor breaks down when it comes to stealing intellectual property.

    Last week, a website in Montenegro began offering downloads of my book Leveraged ETFs to its 'subscribers'. One "Notice of Copyright Infringement" submitted to the site's payment processor under the DMCA (Digital Millenium Copyright Act)...and in a few days the download link is broken.

    Ah, those rascally Montenegrans (or is it Montenegronians?)...just kidding, the criminals in question could be from anywhere. But seriously, this is one form of 'flattery' we can all do without!

    May 14 10:52 AM | Link | Comment!
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