Author Archive

Brief Thoughts on Geographic Diversification

My economist brain and my finance-trained brain are duking it out. My economist brain wants me to accumulate several triplexes and quads in one

16 Март, 2015 No Comment Read More

options-volatility_2 What is Implied Volatility

Implied volatility (IV) is one of the most important concepts for options traders to understand for two reasons. First, it shows how volatile the

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midcap-equities-active-v_1 Weathering Market Volatility with Smart Beta

In my post on smart beta predictions for the year. I suggested that a minimum volatility (min vol) strategy would be top of mind

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Volatility Definition � Options Explained � optionMONSTER

Historical volatility is a measure of how much the underlying asset has been moving in the past. Implied volatility is a function of an

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volatility-finance-wikipedia-the-free-encyclopedia_1 Volatility (finance) Wikipedia the free encyclopedia

In finance. volatility is a measure for variation of price of a financial instrument over time. Historic volatility is derived from time series of

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the-volatility-index_1 The Volatility Index

What This Contrarian Indicator Is Telling Us Now Comments ( ) By Steve Christ Thursday, March 5th, 2009 Don’t look now, but the administration

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the-volatility-edge-in-options-trading-new_2 The Volatility Edge in Options Trading New Technical Strategies for Investing in Unstable Markets

Jeffs analysis is unique, at least among academic derivatives textbooks. I would definitely use this material in my derivatives class, as I believe students

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should-you-pursue-a-lowvolatility-strategy-cbs_1 Should you pursue a lowvolatility strategy CBS News

(Money Watch) The relative superior performance of low volatility stocks is one of the many well-documented anomalies in finance — low-volatility stocks have produced

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lowvolatility-funds-the-wrong-way-to-play-the_2 LowVolatility Funds The Wrong Way to Play the Rally (CLX GIS HSY PG SPLV)

Investors have grabbed onto the booming trend of low-volatility funds with both hands, and Wall Street has heard the message. Yet as an ETF

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interest-rates-and-volatility-correlation-between_2 Interest Rates and Volatility correlation between interest rate gaps and volatility

Updated: March 08, 2013 at 4:49 AM Volatility in the currency markets is influenced by a number of factors foremost among which is the

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