Tags » Volatility

Mind the gap - funding levels fall as market volatility hits assets

The PPF today published its monthly estimates of scheme funding position for the schemes in the PPF 7800 index.

Not surprisingly, given the market moves over September 2015, and over the third quarter generally we saw a 5% decline in funded status over the quarter due to both declining asset values and increasing liabilities. 200 more words


How Bitcoin Has Been Building Brand Equity As A Spectator Of Itself

From the Grexit crisis to the recent block size split debate, Bitcoin frequently finds itself at the center of regular news cycles. As the debates about its.. 13 more words


What does Indian VIX tell us??

In one of my previous blogs I wrote about how the fed rate increase might change the global financial asset portfolio, and how the emerging markets might lose a substantial amount of funds. 567 more words


Volatility Stat-Arb Shenanigans

This post deals with an impossible-to-implement statistical arbitrage strategy using VXX and XIV. The strategy is simple: if the average daily return of VXX and XIV was positive, short both of them at the close. 433 more words


STORM OF LINKS - Volatality, Hedge Funds & Cash

  • Bill Ackman says short-term money driving market volatility (reuters.com)

Ackman, head of the well-known hedge fund Pershing Square Capital Management, believes that the volatility recorded lately in the markets is mostly driven by… 937 more words

Hedge Funds

Windows Malware and Memory Forensic Training with Volatility Developers

Hello readers, how are you? This week I am attending the Windows Malware and Memory Forensics
Training with Volatility developers (Michael Ligh, Jamie Levy and Andrew Case) in Reston (Virginia – USA). 192 more words