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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
Quantitative investing

We’ve been leading the way in quant investing for over 25 years, turning research into practical solutions.

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Simplistic factor models may get arbitraged out of existence
Simplistic factor models may get arbitraged out of existence
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Bringing the quant research and the production data together
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Factor investing debates: Are fees the most important variable in product selection?
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