jivasmax

4 мая 2017 г., 20:25

Synthetic VIX _v3

0.45*BATS:QLD+0.05*BATS:XLP+0.1*BATS:XIV+0.4*BATS:IEI

Описание

⋅ 4 мая 2017 г., 20:25

The measure of idiosyncratic risk for single stock or portfolio

Информация о релизе

⋅ 14 сен 2017 г., 04:11

The measure of systematic risk for portfolio.

Volatility synthetic VIX CBOE Volatility Index risk