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Author Archives: alundarwood
Understanding Volatility
We usually think of volatility as the standard deviation of a series, e.g. price returns however while this applies to historic volatility (ex-post) what do we do when it comes to addressing expected volatility (ex-ante)? Three types of models: -local … Continue reading
Posted in Risk management
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Sanlam Cape Town Marathon, 23 September 2018
My 4th CTM and a much better performance than last year. The route change via Sea Point was really appreciated (versus Mordor).
Posted in Swimming, cycling & running
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Greyton Brew Run, 20km, 25 August 2018
Great to be back in Greyton, some lovely running (road & trail) and awesome MTB opportunities. My first attempt at this event, must admit i did not realize it was 1000m of elevation but excellent training… A really fantastic run, … Continue reading
Posted in Swimming, cycling & running
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Hout Bay Trail Challenge, 40km, 28 June 2018
A wonderful run around Hout Bay, it took Steven and myself 8hours to cover the 40km ~ so not an easy run (more like a walk).
Posted in Swimming, cycling & running
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Bastille Day 35km trail run, Franschoek, 14 July 2018
Another amazing run around the Berg river dam. Fantastic to see lots of water flowing into the dam.
Posted in Swimming, cycling & running
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