DERIVATIVES

Predicting Realized Volatility Using Skewness and Kurtosis

Posted on April 30, 2024 By Harbourfront Technologies

Follow us on LinkedIn Realized volatility refers to the actual volatility experienced by a financial asset over a specific period, typically computed using historical price data. By calculating realized volatility, investors and analysts can gain insights into the true level of price variability in the …

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RISK MANAGEMENT

Volatility Spillover Between Developing Markets

Posted on May 4, 2024 By Harbourfront Technologies

Follow us on LinkedIn Volatility spillover refers to the transmission of volatility shocks from one market or asset to another, leading to increased volatility in the receiving market. These spillovers can occur within the same asset class or across different asset classes. For instance, a …

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TRADING

Do Calendar Anomalies Still Exist?

Posted on May 8, 2024 By Harbourfront Technologies

Follow us on LinkedIn Calendar anomalies in the stock market refer to recurring patterns or anomalies that occur at specific times of the year, month, or week, which cannot be explained by traditional financial theories. These anomalies often defy the efficient market hypothesis and provide …

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Latest Post

Sales Margin: Definition, Formula, Calculation, Example, Accounting

Posted on May 10, 2024 By John

Follow us on LinkedIn Gross profit represents a company’s earnings from its products and services before considering operating and other expenses. It comes after subtracting a company’s cost of goods sold from its revenues. However, it does not provide insights …

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