Quants Corner – Is volatility coming out of the doldrums?
It feels like a long time, but it was only three years ago when the VIX index, the benchmark for measuring market volatility, hit an all-time...
Volatility
The global evolution of low-volatility investment in asset management
Asset managers are responding to this demand. According to data from Informa Financial Intelligence’s EPFR, by mid-2Q19 there were 204...
Quants Corner – Low-volatility investing continues to shine
In my last post ‘Understanding the rise of low volatility strategies in asset management’, we looked at the evolution of low-volatility funds within...