This is a summary of links featured on Quantocracy on Tuesday, 03/09/2021. To see our most recent links, visit the Quant Mashup. Read on readers!
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An Introduction to Volatility Targeting [Quantpedia]One of the most popular reports in the Portfolio Analysis section of our Quantpedia Pro tool is Volatility Targeting. In this article, we will explain some theory behind this portfolio management method. And then, we will go more in-depth, pick several examples and explain some common volatility targeting variants. Introduction Volatility is the most common risk metric of a stock. The main