Volatility arbitrage is a trading strategy that aims to profit by exploiting differences between forecasted and implied volatilities of an asset. Learn how this strategy works.
Low volatility is a widely follow investment factor and it can be argued that in the nearly five years since the PowerShares S&P 500 Low Volatility Portfolio (PowerShares Exchange-Traded Fund Trust II ...
Financial word of the day: Heteroscedasticity describes a situation where risk (variance) changes with the level of a variable. In financial models, this means volatility is not constant. Most pricing ...