Sentences with phrase «volatility measured during»
Volatility measured during the May - September period will yield a very different picture than volatility during the November - early December timeframe.
https://www.coindesk.com/ Not exact matches
Meanwhile, the CBOE volatility index (which measures option premium costs and is a very good intermediate - term indicator) remains at an uncharacteristically low 20 % reading, with virtually no increase during the recent selloff.
She modifies this strategy to investigate correlation and volatility effects by: (1) measuring also during the selection phase return correlations and sum of volatilities based on daily closing prices for each possible stock pair; (2) allocating each pair to a correlation quintile (ranked fifth) and to a summed volatility quintile; and, (3) randomly selecting 20 twenty pairs out of each of the 25 intersections of correlation and summed volatility quintiles.
While it's normal for various measures of volatility and risk aversion to spike during a selloff or correction, my view is th...
Due to the lower price volatility of the Australian market during the past seven years, whether measured on local - currency or common - currency terms, the Australian market has outperformed the US market on a risk - adjusted basis.
Canadian stocks (as measured by the S&P / TSX 60 Index), on the other hand, had returned 3.72 percent and 8.45 percent respectively during the same time periods albeit at a much higher volatility including a significant stock market crash.
She modifies this strategy to investigate correlation and volatility effects by: (1) measuring also during the selection phase return correlations and sum of volatilities based on daily closing prices for each possible stock pair; (2) allocating each pair to a correlation quintile (ranked fifth) and to a summed volatility quintile; and, (3) randomly selecting 20 twenty pairs out of each of the 25 intersections of correlation and summed volatility quintiles.