Sentences with phrase «volatility expectations»

It represents the market's volatility expectations over the next 30 days.

The required inputs for the efficient frontier include the portfolio assets and expected annual returns, along with volatility expectations when historical volatility is not used.

Secondly, you can get an implied measure of volatility expectations by looking at options pricing.

Relative volatility expectations explain why a 2 % daily change in the value of a major currency may shock markets whereas a 4 % daily move in Bitcoin is considered fairly standard.

Correlations, and volatility expectations, are the key indicators.

Using his proprietary options scans, Jacob creates and manages positions in equities based on risk / reward and volatility expectations.

He added that helping clients periodically re-assess their risk tolerance is a key way advisors can demonstrate value by highlighting long - term rates of return from capital markets to ensure realistic returns and volatility expectations are set.