japanja

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
Read more
‘I have always tried to make sense of human behavior’
‘I have always tried to make sense of human behavior’
People’s normal wants, even more than their cognitive and emotional shortcuts and errors, underlie answers to important questions of finance.
19-05-2022 | インタビュー
Quant chart: Value accelerates to strongest start in decades
Quant chart: Value accelerates to strongest start in decades
Value has achieved the best start to a calendar year in over 35 years.
16-05-2022 | インサイト
‘A strong research culture enables you to stay true to your investment philosophy’
‘A strong research culture enables you to stay true to your investment philosophy’
Quant investing is very much a team sport, in fact more so than ever.
13-05-2022 | インタビュー