- trading volatility
- нестабильность цен на биржевом рынке
Ценные бумаги. Англо-русский словарь. Жданова И.Ф.. 2013.
trading volatility
Смотреть что такое "trading volatility" в других словарях:
Volatility smile — In finance, the volatility smile is a long observed pattern in which at the money options tend to have lower implied volatilities than in or out of the money options. The pattern displays different characteristics for different markets and… … Wikipedia
Volatility arbitrage — (or vol arb) is a type of statistical arbitrage that is implemented by trading a delta neutral portfolio of an option and its underlier. The objective is to take advantage of differences between the implied volatility of the option, and a… … Wikipedia
Volatility (finance) — Volatility most frequently refers to the standard deviation of the continuously compounded returns of a financial instrument with a specific time horizon. It is often used to quantify the risk of the instrument over that time period. Volatility… … Wikipedia
Volatility Arbitrage — Trading strategies that attempt to exploit differences between the forecasted future volatility of an asset and the implied volatility of options based on that asset. Because options pricing is determined by the volatility of the underlying asset … Investment dictionary
Trading curb — A trading curb, also known as a circuit breaker, is a point at which a stock market will stop trading for a period of time in response to substantial drops in value.Circuit breakersOn the New York Stock Exchange (NYSE), one type of trading curb… … Wikipedia
Trading strategy index — Strategy indices are indices that track the performance of an algorithmic trading strategy. The algorithm clearly and transparently specifies all the actions that need to be taken. The following are examples of algorithms that strategies can be… … Wikipedia
Trading strategy — In finance, a trading strategy (see also trading system) is a predefined set of rules for making trading decisions.Traders, investment firms and fund managers use a trading strategy to help make wiser investment decisions and help eliminate the… … Wikipedia
volatility — A measurement of the change in price over a given period. It is often expressed as a percentage and computed as the annualized standard deviation of the percentage change in daily price. Chicago Board of Trade glossary The rate of change in a… … Financial and business terms
Volatility — A measure of risk based on the standard deviation of investment fund performance over 3 years. Scale is 1 9; higher rating indicates higher risk. Also, the standard deviation of changes in the logarithm of an asset price, expressed as a yearly… … Financial and business terms
Volatility — 1. A statistical measure of the dispersion of returns for a given security or market index. Volatility can either be measured by using the standard deviation or variance between returns from that same security or market index. Commonly, the… … Investment dictionary
Volatility Ratio — A technical indicator used to identify price ranges and breakouts. The volatility ratio uses a true price range to determine a stock s true trading range and is able to identify situations where the price has moved out of this true range. The… … Investment dictionary
