May 2, 2016
CrashMetrics is an easy approach for managing extreme risk and is known as CAPM for crashes. It can be understood using an example for stock & S&P 500 index
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CrashMetrics is an easy approach for managing extreme risk and is known as CAPM for crashes. It can be understood using an example for stock & S&P 500 index
The strategy on calendar spread in VIX futures trades the front two contracts on various trend-following & mean-reversion indicators to trade on daily basis
A Curious Correlation between Social Media and Volatility
A Curious Correlation between Social Media and Volatility
Those who have followed this blog for some time know that Social Data is something that interests me greatly. As this blog continues to attract viewers, I can only assume research on social data and the financial markets is of interest to you all as well!
So I wanted to pass on a link to a blog post I contributed to showing a rather curious correlation between volatility and social media message…
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