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How to Calculate Volatility Correctly

3 years ago by Johannes Hauptmann Johannes Hauptmann

Volatility is a highly important component in many different investment strategies, but it is also a measure that is not commonly understood, especially when looking at the calculation in detail. In this article we wanted to review the two different approaches of calculating volatility commonly encountered in the market or when looking at different fund factsheets. Investment […]

Properties of linear, discrete and continuous returns

4 years ago by Johannes Hauptmann Johannes Hauptmann

In this week’s article I wanted to dig a little deeper into the financial maths side of statistical measures. I thought it would be helpful to explain and prove some very important properties of linear, discrete and continuous returns. In common literature only discrete and continuous returns are analyzed as those are the only ones most […]

Webinar round-table discussion: Optimizing investment strategies and choosing performance metrics to navigate the current markets

4 years ago by Mirco Raddatz Mirco Raddatz

Successful investment managers use different metrics to represent performance under different market scenarios, yet are also aware of the various shortcomings and issues their investment teams face in their usage. Join our webinar panel discussion on May 11th to hear how successful portfolio managers represent and manage investment strategies in today’s market environment.  We will look at […]