Good Volatility Vs Bad Volatility – ValueWalk Premium
Low-Volatility

Good Volatility Vs Bad Volatility

Is volatility the same as risk? Algorithmic trading pros separate volatility into different measures of risk.  So why didn’t Nobel Prize winner Harry Markowitz do the same?


View volatility risk from a different perspective
Scot Billington from Covenant Capital Management, a momentum fund with a 15 year track record with $500 million in management, thinks risk can be viewed from a different angle.
Markowitz and Sharpe did not distinguish between upside and downside volatility . . .

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