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February 2019 M T W T F S S 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 Latest Activities (Strava)
- Recovery run #5 with SGOn May 25, 2022 6:04 am went 5.60 km during 00:33:50 hours climbing 36.10 meters burning 754 calories.
- Recovery run #4 with SG & TROn May 23, 2022 6:03 am went 6.07 km during 00:36:35 hours climbing 38.10 meters burning 647 calories.
- Recovery run #3 with RhysOn May 21, 2022 12:15 pm went 8.43 km during 01:00:00 hours climbing 103.40 meters burning 1,101 calories.
- Recovery run #5 with SG
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Monthly Archives: February 2019
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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