Volatility-controlled indices with intraday features have gained significant traction in the fixed index annuity (FIA) m...
Salt Financial
Volatility-controlled indices featuring "intraday" data and mechanisms have become more popular as crediting options in ...
Firms such as Bridgewater Associates pioneered the concept of "risk parity", allocating assets in a way that balances th...
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 ...
Volatility targeting is a relatively simple concept. The historical average volatility of the S&P 500 is about 18% per y...
Suboptimal volatility estimates may be costing low-risk investors up to $1.9 billion annually.
Tony Barchetto, CFARazvan Pascalau, PhDRyan Poirier, ASA, CFA, FRM
