Sentences with phrase «volatility changes»

In general, a good lazy portfolio should maximize returns, minimize volatility, and reduce the magnitude of volatility changes over time.

To what extent, if any, does volatility change your financial goals?

They understand that volatility changes often and they know they need to adjust their approach accordingly.

Stress testing can also help keep you from making inappropriate moves as market volatility changes.

Using absolute levels may not always be the best but sitting on the sideline while VIX is in transition could be one approach to use when volatility changes quickly.

It is obvious how account volatility changes by looking at the swings in the account and how far the graphs are apart from each other (the simulation is based on Edgewonk's risk simulator).

That also illustrates why I prefer funds to ETFs: encouraging folks to speculate on volatility changes is a fool's errand.

Bollinger Bands show relative volatility changes through the width of the bands themselves — the wider the bands, the greater the volatility.

Not only is the equity risk factor the most volatile, says Page, volatility changes over time, something most risk models don't account for.

We consider two simple monthly crash protection rules based on the assumption that volatility changes are somewhat persistent, as follows:

We consider two simple monthly crash protection rules based on the assumption that volatility changes are somewhat persistent, as follows: