Low 20-day historical volatility and outperformance is bad combination for the SPX The S&P 500 Index (SPX) has been calm lately, as measured by the 20-day historical volatility (HV). The 20-day HV ...

Volatility is important for position sizing, determining risk, calculating stops and profit-targets, and rebalancing portfolios. Average true range is a useful measure for position sizing in futures ...

Option buyers should be wary when implied volatility appears to be running much higher than historical Today we are taking a closer look at volatility -- specifically, what it means when there is an ...

Calm appears to have returned to Wall Street after the recent mayhem, but one volatility indicator suggests some investors are betting on another round of mammoth swings in the stock market. Wall ...

We treat volatility as a fire alarm. But by the time the alarm sounds, the building is already well into the burn. In modern finance, volatility has become our most trusted signal of danger. When it ...

AUSF dynamically allocates across value, momentum, and low volatility factors, aiming to outperform broader equity indexes with lower volatility and attractive valuations. The fund's portfolio is ...

One of the major factors that influences the price of an option is implied volatility (IV). In simplest terms, implied volatility is the anticipated movement of an underlying equity over a certain ...

Today we are taking a closer look at volatility -- specifically, what it means when there is an abundance or lack of volatility, as well as the two primary types of volatility each options trader must ...