Sentences with phrase «change in volatility»

A value representing the expected change in the price of an option in response to a 1 % change in the volatility of the underlying stock.

This suggests Bitcoin price movements are smooth, like a normal distribution, rather than characterized by fat tails, jumps and changes in volatility like most assets.

This suggests Bitcoin price movements are smooth, like a normal distribution, rather than characterized by fat tails, jumps, and changes in volatility like most assets.

From 1990 to the end of the financial crisis, monthly changes in volatility explained approximately 30 % of the monthly variation in momentum returns, with momentum more likely to post negative returns when volatility is rising.

From 1990 to the end of the financial crisis, monthly changes in volatility explained approximately 30 % of the monthly variation in momentum returns, with momentum more likely to post negative returns when volatility is rising.

Among US government bond ETFs, short - term bond ETFs accumulated more than $ 6 billion in flows, while long - term bond ETFs saw $ 0.3 billion in outflows amid changes in volatility and shifting interest rate expectations (see US government bond ETF flow).

However the clearly visible changes in volatility behavior, and the compression and rollover of the long - term GMMA show beyond doubt that the long - term uptrend has ended.

Sudden changes in volatility and monetary policy could spark an «interesting» period for stock markets in the next couple of years, the CEO of Barclays warned Thursday.

If that plays out, «then you'll see a dramatic change in the volatility profile of these countries,» Tan says.

Marked changes in volatility and direction for the S&P 500 on the chart show investors are exiting on rallies.

To study how and why DEB changes in volatility, the researchers measured properties such as vapor pressures and melting points, probed molecular structure, and ran quantum mechanical computer simulations to model the hydrogenation process.

More specifically, vega represent a change in an option's theoretical price that correlates to a one percent change in its volatility.

Risk analysis is also done for up and down changes in volatility, and these risks are built into what are known as risk arrays.

You can recalculate the average volatility difference each month, however, unless there is a definite change in the volatility of the stock it usually is not necessary.

Among US government bond ETFs, short - term bond ETFs accumulated more than $ 6 billion in flows, while long - term bond ETFs saw $ 0.3 billion in outflows amid changes in volatility and shifting interest rate expectations (see US government bond ETF flow).

Vega: The rate of change of an options premium given a 1 % change in the volatility of the futures contract an option represents.

It's comparatively well - understood that changes in volatility are negatively correlated with returns; it's less well - known that higher levels of volatility are also negatively correlated with returns.

Given all these uncertainties, if the alleged long - term advantage reflected in the historical data in fact materializes, your ability to capture that advantage in any given future period is questionable due to changes in correlations, changes in volatility, and costs.