Bitcoin began its journey as an esoteric whitepaper published in the hinterlands of the World Wide Web in 2008. Bitcoin’s relative volatility rankings had higher peaks compared to the crash triggered ...

Investors understand intuitively that some stocks are riskier than others. The capital asset pricing model attempts to quantify the common perception of risk using a term called beta. By understanding ...

Across most asset classes, historical data show a strong association between high volatility and falling prices. Read more here.

Pair traders hunting for an edge might want to focus on a little-known gauge tied to bitcoin BTC $67,471.98 and the S&P 500. That gauge is the spread between Volmex’s BVIV – the 30-day implied ...

There is no single measure of implied volatility for FX markets, unlike those that exist for the S&P500 or for US interest rates. To fill the gap, banks build their own proprietary indices, such as ...