Reading Time: 2 minutes Last year I made a resolution to start a blog on things that interested me, now that blog is nearly a year old, I’m really happy (and amazed) to report the stats from the last 12 months – over 4,000 unique page views from 30 separate entries, with 8 entries receiving over 100 views. The blog … More Most Read in 2013
Reading Time: 4 minutes There are many measures of the volatility of an investment asset, and none are completely satisfactory. And that leaves aside the fact that volatility in itself, as the second moment of a distribution is not necessarily the best way of capturing the variations in a distribution with heavy tails. However, measuring volatility is necessary for … More Volatility Control : a story of two measures of volatility
Reading Time: 2 minutes Q1 Are you saying vol control is a free lunch ? A1 No, in any given year it can and has delivered a worse result than other investment approaches, and it cuts out some of the spectacular up years equities have. Over the long term we have shown it delivers better risk adjusted outcomes (for … More Frequently asked about Volatility Control …
