DERIVATIVES

Decomposing Volatility into Idiosyncratic and Systematic Components

Posted on November 23, 2023 By Harbourfront Technologies

Follow us on LinkedIn Volatility refers to the degree of variation of a trading price series over time. It is a statistical measure of the dispersion of returns for a given security or market index. High volatility indicates a greater potential for significant price swings, …

Read More

RISK MANAGEMENT

Using a Parametric Implied Volatility Surface for Calculating Value At Risk

Posted on December 1, 2023 By Harbourfront Technologies

Follow us on LinkedIn Value at Risk (VaR) is a widely used risk metric in finance, providing an estimate of the potential loss on a portfolio or investment over a specific time horizon, under normal market conditions. It quantifies the level of financial risk within …

Read More

TRADING

Does Kelly Portfolio Outperform the Market?

Posted on November 27, 2023 By Harbourfront Technologies

Follow us on LinkedIn Position sizing is a critical element in effective portfolio management, playing a pivotal role in determining the overall risk and return characteristics of an investment portfolio. Proper position sizing involves allocating an appropriate proportion of capital to each investment, considering factors …

Read More

Latest Post

Different Types of Customers

Posted on December 4, 2023 By Maria Deneuve

Follow us on LinkedIn Understanding the various types of customers is paramount in the contemporary business landscape as it enables companies to tailor their approaches and services, fostering stronger relationships and enhancing customer satisfaction. Each customer type comes with unique …

Read More