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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
- Backtesting - July 28, 2015
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