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Trading
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Technology
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Education
Learn why traders use futures, how to trade futures, and what steps you should take to get started.
- 31 Dec 2005
- By Ranjan Bhaduri
This paper explains how the Omega function may be used to help “tame the tail”. One should not penalize for upside volatility, and one should take into consideration the higher statistical moments.
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More in Performance & Risk
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- Black Litterman Exotic Beta Risk Parity Manuscript - February 28, 2016
- Time Series and Cross Sectional Momentum Profitability - July 28, 2015
- Deconstructing Futures Returns - February 28, 2014
CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.
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View AllCME Group / Chicago HQ
Phone: +1 312 930 1000
Toll Free (US Only): +1 866 716 7274
