Sentences with phrase «high vol»

I find that low vol cross-listed firms have lower return than high vol firms.

We've made the argument previously that volatility tends to trade in «regimes» of low - vol, mid-vol, and high vol.

By dollar value, a low vol portfolio delivers a 20 times higher return than a high vol portfolio over nearly five decades.

Naturally, high vol stocks will move through greater % ranges and would therefore be more likely to hit the trailing stop.

I rank stocks by their n day standard deviation and create a low vol stock index and a high vol index, my summarised results are below.

For short lookback (30days) low vol index was the best performer For long lookback (250days) high vol index was the best performer

Normally Driehaus funds are high vol / high return, which is sometimes their undoing.

Only a rapid build - up of financial system leverage has historically resulted in a shift to high vol.

«While common wisdom has it that higher volatility necessarily signals a discrete end to the [bull market], it is often the case that higher vol is a natural occurrence in the «late innings» of extended rallies, particularly when the Fed is raising rates, as was the case in late 1999 - 2000,» he wrote.

We mention in the book that timing the lower volatility bonds does not make a lot of difference (higher vol bonds like corporates, emerging, and junk work well however).

Maybe I can get those super high vols - au - vents on the next try...

We mention in the book that timing the lower volatility bonds does not make a lot of difference (higher vol bonds like corporates, emerging, and junk work well however).

Not exact matches

The leader of the low vol / dividend ETF pack is the PowerShares S&P 500 High Dividend Low...

By putting 20 % each in the three just mentioned asset classes, then 20 % in high dividend stocks and 20 % in low volatility stocks, I got to a portfolio with 5.2 % income at 4.8 % vol.

EQUITIES THEMATIC — SAME AS IT EVER WAS: Small Cap / High Beta / Cyclicals / Value / High Short Interest / Inflation / Domestic Exposure / Weak Balance Sheet over Low Vol / Defensives / Anti-Beta / Growth / Quality / Strong Balance Sheet.

www.cboe.com/SKEW Implied volatility for O - T - M SPX puts (used for portfolio protection) generally recently has been much higher than implied vol for A-T-M SPX options.

A Long stock / short future (Ratio 0.5:1) strategy, despite requiring a higher capital investment shows almost «bond like» characteristics with a vol of 3.6 % and a performance (before forward discount) of -1 %.

Each day, the model was trained on tail sets using a quantile of 25 % (I.e. the 25 % highest and 25 % lowest ranked vol - adj - returns) using a history of 10 days.

1 - 2 months out can't have high enough premium to justify the premium (unless vol is bid).

Gilbert Higher (Oxford: Basil Blackwell, 1939 - 63), vol.11; idem, Earty Christianity and Greek Paideia (Cambridge, Mass.: Harvard University Press, 1961).

To be sure, «religious preference» is not the same as church membership or attendance, but it does depict a reality that is connected to church historian Kenneth Scott Latourette's finding that in 1961 the proportion of church members to the general population in the U.S. was the highest ever in the nation's history (Christianity in a Revolutionary Age, Vol.

«A Higher View of the Man - Woman Problem» (an interview with Assagioli by Claude Servan - Schreiber) Synthesis, vol.

The Higher Law, vol.

This will give higher sides to larger vols - au - vents, but is not advisable for the smaller ones, whose bases may not be large enough to support the extra weight.

Furthermore, a meta - analysis by Australian scientists reported that a high intake of omega - 3 fatty acids and fish may reduce the risk of AMD by up to 38 % (Archives of Ophthalmology, 2008, Vol.

Consider: The Lady Vols have the best coach in Pat Summitt, who has won championships in five of the last 11 years, and the best player in two - time All - America Chamique Holdsclaw, who has won a title in each of the last six years, including four New York State championships with Christ the King High in Queens.

Pinnacle even lists Alabama as high as -13 as the Vols could once again be without RB Jalen Hurd.

Martin is a former Vols quarterback, now the offensive coordinator at high - powered USC.

Freeze also grew up in a small town just to the northwest of Oxford and spent years coaching high school in Memphis, which, for the uninitiated, is as much of an Ole Miss city as it is for any other SEC team, including the Vols.

This creates an air cushion that causes the raindrop to flatten and spread out, which the team believe would be less likely if the drop was striking a higher friction surface, and may help the splash evolve into a crown (Physical Review Letters, vol 102, p 134502).

EEG measurements taken while people were thinking about nothing in particular revealed naturally higher levels of right hemisphere activity in the temporal lobes of people who solved problems using insight rather than logic (Neuropsychologia, vol 46, p 281).

For example, Brian Wansink and colleagues at the Food and Brand Laboratory at Cornell University noticed that people with a high body mass index (BMI) sit on average 5 metres closer to a buffet than those with an average BMI, and 71 per cent face the food, compared with 26 per cent of people of average weight (Obesity, vol 16, p 1957).

Update on 27 October: Another high - mass pulsar weighing 1.97 solar masses was reported by a team led by Paul Demorest of the National Radio Astronomy Observatory in Charlottesville, Virginia (Nature, vol 467, p 1081).

A level of homocysteine moderately above average corresponded to a 16 per cent higher risk of developing Alzheimer's, while a level of active B12 slightly above average meant a 2 per cent lower risk (Neurology, vol 75, p 1408).

Bayer's rival Amgen reported an even higher rate of failure — over the past decade its oncology and haematology researchers could not replicate 47 of 53 highly promising results they examined (Nature, vol 483, p 531).

A coherent scene structure was needed to achieve the highest correlation of activity between viewers in parts of the brain involved in extracting meaning (The Journal of Neuroscience, vol 28, p 2539).

He believes the extra osmium probably came from the decay of radioactive rhenium - 187, which is thought to exist in high concentrations in the metallic core (Science, vol 269, p 819).

And they discovered that the flow rates for unblocked holes were up to a thousand times higher than previous estimates (Faraday Transactions, vol 91, p 1407).

With higher CO2 levels and temperatures, low - level cloud shrank by up to 10 per cent, letting in even more solar radiation (Journal of Climate, vol 23, p 5844).

The highest nitrogen content, around 2.6 per cent of dry weight, occurs in heather in eastern England, where the average annual fallout of nitrogen is 30 - 40 kilograms per hectare, six times greater than in the relatively unpolluted northwest of Scotland (Environmental Pollution, vol 88, p 193).

But Bahcall calculates on the basis of the standard astrophysical theory of the conditions at the heart of the Sun, the solar neutrinos produced in this reaction will have a higher energy of 862.27 keV (Physical Review Letters, vol 71, p 2369).

Vasconcellos - Neto believes that the high temperatures and the spines of M. violaceus — which don't inconvenience the lizard — prevent the small mammals of the area from eating the fruit, «leaving Tropidurus torquatus as apparently the exclusive disperser of its seeds» (Ciencia Hoje, vol 15, No 89).

Overall, 38 per cent of the claims were judged valid, but the success rate varied from as high as 17 out of 21 claims in North Carolina to 3 out of 26 in Alabama (Tennessee Law Review, vol 76, p 625).

Theories of icicle growth had traditionally had nothing to say about such features, but Farzaneh and Ueno suggested surface tension between the freezing water and the surrounding air was the culprit: the higher the surface tension, the fewer ripples on the icicles (Physics of Fluids, vol 22, p 017102).

The researchers say they achieved higher yields (up to 70 per cent) if they purified the quinic acid before adding the oxidising agents (Jour - nal of the American Chemical Society, vol 114, p 9725).

Clarke, T.S., and C.R. Bentley, High - resolution radar on Ice Stream B2: Antarctica: measurements of electromagnetic wave speed in firn and strain history from buried crevasses, Annals of Glaciology, Vol.

(1) High Energy Stereoscopic System (2) «Bulletin of the American Astronomical Society, Vol.

«In New Mexico's uranium belt: Rebottling the nuclear genie,» Steve Hinchman, High Country News, Vol.

u A.V. Agafonov et al., «Observation of Neutron Bursts Produced by Laboratory High - Voltage Atmospheric Discharge,» Physical Review Letters, Vol.

Furthermore, the brine model exhibits a dependence of discharge on season and favors equator - facing slopes in the middle to high latitudes...» Alfred S. McEwen et al., «Seasonal Flows on Warm Martian Slopes,» Science, Vol.