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Tag: Volatility

Derivatives
Investments & markets
Goodhart’s Law: When a measure becomes a target, it ceases to be a good measure. The Sharpe ratio has changed investor behavior. We chase the metric...
Derivatives
Investments & markets
Martin Hairer, an Austrian-British researcher at Imperial College London, is the winner of the 2021 Breakthrough prize for mathematics. A paper so good, it must have...
Derivatives
Investments & markets
If you lose money in trading, your broker can and will go after your assets, including your personal assets. In fast markets, this happens even more...