Author Archives: alundarwood

About alundarwood

I am involved in market risk and performance analytics in the financial services industry. My expertise includes portfolio management, fixed income analysis, advanced derivative pricing and building software valuation models.

Understanding Volatility

Posted on February 4, 2019 by alundarwood

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 →

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Sanlam Cape Town Marathon, 23 September 2018

Posted on September 25, 2018 by alundarwood

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 | Leave a comment

Greyton Brew Run, 20km, 25 August 2018

Posted on August 29, 2018 by alundarwood

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 →

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Hout Bay Trail Challenge, 40km, 28 June 2018

Posted on July 30, 2018 by alundarwood

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).            

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Bastille Day 35km trail run, Franschoek, 14 July 2018

Posted on July 17, 2018 by alundarwood

Another amazing run around the Berg river dam. Fantastic to see lots of water flowing into the dam.  

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