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Showing posts from February, 2019

Get a Systematic Approach to Investment through the Cross-Asset Volatility Monitoring

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Based on investor feedback, we have decided to simplify our 20 asset volatility monitor to provide a clearer synopsis of the cross-asset volatility landscape. The new chart now shows the 1-month Volatility Risk Premium (“VRP”) along with the associated 1-Year Percentile of 1-month Implied Vol (“IV”). We believe this provides a more robust framework for explaining meaningful volatility market moves over the past month as well as a more intelligible monitor for identifying opportunities going forward. From managing mutual fund NYC to conducting analysis on portfolio construction, the credible Investment Company has got everything to keep your financial standing under control. Not surprisingly given the violent equity market swings in December, this month’s monitor shows numerous markets that have a meaningfully negative VRP. Specifically with respect to US equity markets, the negative VRP of SPX & RTY shows that domestic equities continue to be a leading indicato

Lay a Strong Foundation in Global Market through Remarkable Volatile Strategies

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From start-to-finish, December was a fitting end to 2018. The S&P 500 experienced a 15.7% peak-to-trough decline followed by a nearly 7% rally to end the month. December was indicative of the increasing volatility in global markets that we experienced throughout 2018. There are plethora sources available which provide effective solutions in managing hedge funds NYC . The fundamental foundation of global markets has been fragile and remains vulnerable to policy mistakes. The change in sentiment has been abrupt with global concerns stemming from weakening macroeconomic conditions, global policy concerns, and reduced liquidity. The fourth quarter stood in sharp contrast to the prolonged period of strong macroeconomic conditions, stable policy and excess liquidity that caused volatility to hit an all time low in 2017. The team of Investment Company helps in generating forecasting models apart from managing volatility hedge funds . The initial spark in February 2018