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Volatility

In finance, volatility is a measure the dispersion of returns of a security or portfolio. It can be calculated as the variance or standard deviation of returns over a given period of time. Returns can be measured over a daily, weekly or monthly period. Volatility is considered a good, but imperfect proxy for risk. Commonly, the higher the volatility, the riskier the security.

Quantitative investing: invisible layers surface to deliver attractive returns
Quantitative investing: invisible layers surface to deliver attractive returns
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Seizing opportunities in emerging markets credits
Seizing opportunities in emerging markets credits
Global credit investors can no longer easily ignore emerging markets (EM) hard-currency corporate bonds.
08-09-2021 | Research
Momentum is a self-fulfilling prophecy and therein lies its strength
Momentum is a self-fulfilling prophecy and therein lies its strength
The Momentum premium arises from mistakes in human reasoning.
06-09-2021 | Insight
‘Moore’s Law is disrupting the world of quant investing’
‘Moore’s Law is disrupting the world of quant investing’
Increasing computing power is altering the investment landscape.
16-08-2021 | Interview