Volatility

2 stories tagged Volatility on Learning Fanatic.

Lesson 2.2: Distributions, fat tails and volatility Learn why market returns are not normal: skewness, kurtosis and fat tails, volatility clustering, and how to estimate volatility with a rolling window and EWMA.
Lesson 1.3: Returns, compounding and risk Learn to measure performance correctly: simple and log returns, compounding, volatility drag, annualising, drawdowns and why average returns are so noisy.