RE: Wenns Market Risk Index Update

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Wenns Market Risk Index Update

in money •  8 years ago  (edited)

Thanks, numpypython! The index is mean reverting and there are times when the index goes beyond 2 in 2008-2009 and 2011. Here are the historical values: https://twitter.com/WennsCapital/status/831672249878917120

money
8 years ago by

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      ·  8 years ago 

    WennsCapital Wenns Capital tweeted @ 15 Feb 2017 - 01:11 UTC

    Historical Market Risk Index: #riskmanagement #FRM #hedgefunds #equities #fixedincome #marketrisk #PRMIA $VIX #VIX… twitter.com/i/web/status/8…

    Disclaimer: I am just a bot trying to be helpful.

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