short Treasury futures positions. That is, during some periods, prices go up and down quickly, while during other times they barely move at all. 5) Know when key rate durations are used and how to calculate them and the change in portfolio value. Higher duration means greater sensitivity.
Variance Swap - Investopedia
Portfolio Variance - Investopedia
Volatility (finance) - Wikipedia
Strategies For Hedging Your Portfolio - ProShares
Trading Volatility: Trading Volatility, Correlation, Term
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8 This measure is defined as the standard deviation of ensemble returns instead instead of time series of returns. Two instruments with different volatilities may have the same expected return, but the instrument with higher volatility will have larger swings in values over a given period of time. 18) Know how to calculate P/E and how to get P/E ratio from constant growth DDM formula 19) Know how to calculate both leading and trailing P/E 20) Know advantages and disadvantages of P/E, P/CF, P/BV and P/Sales and the components of each multiples calculations. The rationale for this is that 16 is the square root of 256, which is approximately the number of trading days in a year (252). This estimate is subject to change, and the actual commission an investor pays may be higher or lower. Geared investing refers to leveraged or inverse investing. In an efficient market, the investment's price will fall by an amount approximately equal to the ROC. Criticisms of volatility forecasting models edit Performance of VIX (left) compared to past volatility (right) as 30-day volatility predictors, for the period of Jan 1990-Sep 2009. This is because there is an increasing probability that the instrument's price will be farther away from the initial price as time increases.
12 Other works have agreed, but claim critics failed to correctly implement the more complicated models. This also uses the fact that the standard deviation of the sum of n independent variables (with equal standard deviations) is n times the standard deviation of the individual variables. The top 10 of ETFs in each category receive 5 stars, the next.5 receive 4 stars, the next 35 receive 3 stars, the next.5 receive 2 stars, and the bottom 10 receive 1 star. 10) Know the asset market approach and how the exchange rate will initially change and ultimately change when there is a market disruption like the Fed announcing unexpectedly an increase in the money supply.
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