The low-volatility premium may be the most compelling anomaly in financial markets - less risky securities outperform their riskier counterparts over the long term. Since the low volatility factor ...

Roula Khalaf, Editor of the FT, selects her favourite stories in this weekly newsletter. On the search for lost vol, complex systems and the limits of analysis from HSBC: A curious feature of current ...

A reader asked for my thoughts on SVOL, a complicated volatility fund. SVOL shorts volatility, a highly profitable, extremely risky trade. SVOL also takes measures to reduce the risks of said trade.

One of the most important risk factors when trading financial assets and their derivatives is the actual and historical volatility of the underlying asset that impacts the implied volatility used to ...

To this point of the year, 2022 has generally been a tough year for investors. Stocks, as measured by the S&P 500, finished the first half of the year down a stunning 20.6%, the benchmark's steepest ...

October’s stock-market volatility is a crime in search of a motive. That’s because there is no apparent reason why the U.S. stock market should be more volatile in October than in September. Absent ...

The Bangladesh Bank yesterday sought explanations from managing directors of six private banks citing their alleged involvement in taking advantage of the volatility in the foreign exchange market to ...

The study, titled Conditional Adversarial Fragility in Financial Machine Learning under Macroeconomic Stress, published as a ...