Keep Calm and Watch Your Exposures
Should I get in? Should I get out? Now that volatility is up, what should I do?
As the US Market Gyrates Not All Sectors Suffer Equally
Most US sectors have now reversed their gains for the year while their relative riskiness changed, which likely had a big impact on portfolios with sector bets.
Factoring in Volatility
The good news for factor-based investors is that, with a few exceptions, the heightened volatility has not shown up in returns of a number of commonly-used factors.
It’s Baaa-aack! Market’s recent tailspin drives surge in volatility
While much has been written about the increase in VIX over the past few days, factor risk models can provide substantial additional insights.