A further encouragement for the adoption of algorithmic trading in the financial markets came in 2001 when a team of IBM researchers published a paper at the.
Low volatility anomaly emerging markets.
2017 brought economic expansion , , record markets that were largely unexpected As we approach the New Year, many are left wondering if that growth will continue, .
Gold, geopolitical comment , news., pgms, silver, mining Every year, plenty of wit This year s is no exception As, friend of the site David Collum writes a detailedYear in Review" synopsis full of keen perspective
The Low Volatility Anomaly describes portfolios of lower volatility securities that have produced higher risk adjusted returns than higher volatility securities. The tradition on Berman s Call has been for me to use the last show of the year to forecast what I expect for 2018 Let me start off by saying, at the end of 2016 I.
1 Introduction Ang et al 2006, 2009) present a new anomaly in the U S and in 23 other developed stock markets, called theidiosyncratic volatility effect.