Risk measurement models often attempt to project the behavior of the yield curve based on historical rate movements. But the assumptions that go into such modeling could often produce misleading ...

Bitcoin began its journey as an esoteric whitepaper published in the hinterlands of the World Wide Web in 2008. Bitcoin’s relative volatility rankings had higher peaks compared to the crash triggered ...

Bitcoin’s (BTC) price experienced sharp fluctuations in December after failing to hold above $100,000, but according to ARK Invest, the cryptocurrency’s movements weren’t out of the ordinary. ARK ...

Fund data firm FE has launched a scoring system which allows users to calculate the relative risk of a portfolio compared to the FTSE 100 index. Currently, users of FE’s Analytics tool can compare ...

Tyne and Wear Pension Fund has switched to using an absolute return benchmark for its private equity investments in a bid to reduce the relative volatility of returns. The £5.7bn scheme has moved to ...

Risk and volatility are words that are bandied around quite frequently. But what do these words mean in the context of choosing the right multi-asset fund for clients? Understanding the investment ...

Simply sign up to the Fund management myFT Digest -- delivered directly to your inbox. It is a fact that a simple, equal-weighted portfolio will beat a capitalisation-weighted benchmark over time, if ...

It’s February, and that means traders’ minds have turned to love, bonuses, the Superbowl, and the anniversary of Volmageddon. But six years after the infamous winter blowup in the volatility market ...

Despite a recent uptick to a more normal level near 16, the Cboe Volatility Index has averaged around just 12.8 over the past 30 trading days as of July 18, indicating relative calm in U.S. equities.

Relative Strength Managed Volatility Strategy Etf is listed on the CBOE trading with ticker code RSMV.US. It has a market capitalisation of -, with approximately 0.00 shares in issue. Over the last ...

The spread between the forward-looking, 30-day implied volatility indexes for ether (ETH DVOL) and bitcoin (BTC DVOL) flipped positive in April on dominant crypto options exchange Deribit. Since then, ...