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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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El ciclo cuantitativo
El ciclo cuantitativo
Los factores de la renta variable siguen su propio ciclo basado en el sentimiento, que no se explica con los indicadores de ciclo económico tradicionales.
19-10-2021 | Investigación
Looking under the bonnet of passive thematic indices
Looking under the bonnet of passive thematic indices
Passive thematic indices effectively trade against quant investors due to their generally negative exposures to factors.
12-10-2021 | Visión
Podcast: Why quant fixed income is a great diversifier
Podcast: Why quant fixed income is a great diversifier
While many quant equity strategies have struggled over the past few years, the performance of quant credits has been robust.
08-10-2021 | Podcast