Performance dispersion is the distribution of medium-term price trends in any chosen investment universe. For example, in 2022 the S&P 500 lost 19%. The bottom top 25% performers posted an average ...
It is common for individual stock volatility to exceed index volatility. Diversification naturally dampens aggregate movement ...
It’s time to talk about the Dispersion Trade. This trade has attracted a large amount of capital over the last years. But what is the Dispersion Trade? The Dispersion Trade involves buying volatility ...
Dispersion is an important statistical measure that quantifies the range of outcomes among the components of an index during a specific period. The S&P 500 Realized Dispersion Indices offer two ...
This year’s sharp rotation in global stock markets is encouraging more investors to pile into dispersion trades, a complex breed of derivatives that profit from share prices heading in different ...
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