Firms such as Bridgewater Associates pioneered the concept of "risk parity", allocating assets in a way that balances th...
Salt Financial
Volatility forecasting can work reasonably well—but measuring results is not as easy as it appears. Capturing both intra...
Forecasting accuracy is generally enhanced with the addition of more datapoints. Unfortunately, nobody can create more f...
Ryan Poirier, ASA, CFA, FRM
Staying on the sidelines can be an effective strategy–if you have the right tools. A dynamic strategy that navigates ...
Low volatility strategies provided little to no protection in March following the COVID outbreak and are continuing to...
Tony Barchetto, CFA
Volatility targeting is a relatively simple concept. The historical average volatility of the S&P 500 is about 18% per y...
Buying the SPY at the close and then selling it the following morning at the open would have produced a positive retur...
Suboptimal volatility estimates may be costing low-risk investors up to $1.9 billion annually.
Tony Barchetto, CFARazvan Pascalau, PhDRyan Poirier, ASA, CFA, FRM
