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Archive for March, 2016

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Posted On 10  Mar  2016  

Volatility timing

Volatility timing is extremely hard in practice. This simply because volatility can be very volatile. We have been researching volatility across all asset classes since 2008 and we’ve discovered some interesting relationships. We have learnt that primitive notion that there is a relationship between risk and return is completely false. Taking more risk over the short or long term often doesn’t pay off and the measures used to calculate risks being taken retrospectively don’t take account of the actual risk experienced when short term path of risk is taken into account. These measures often understate risks actually experienced. Volatility, at its worst, is like having a cardiac arrest. The patient can experience a near death episode and in some cases the patient actually can die. Financial death is common among day traders. It is proven fact that close to 40% lose money every year and over 5 years 95% of

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Posted On 10  Mar  2016  

AlgoAM 2016 Global Macro Market Outlook

Please view it here