In contrast, a beta strategy seeks to outperform the index by investing in rules-based factors believed to drive returns. Pure alpha investing seeks to generate returns solely based on alpha ...

Why Beta Is Important Are you prepared to take a loss on your investments? Many people are not and they opt for investments with low volatility. Others are willing to take on additional risk for ...

With five decades of running his own successful financial firm, Bridgewater's Ray Dalio has a thing or two to say about the ...

The stochastic alpha beta rho model is a stochastic volatility model for forward prices commonly used in the modelling of interest rate derivatives. The alpha, beta and rho in the name are parameters ...

Alpha and Beta are crucial tools used to assess mutual ... It reflects the active return on investment after accounting for market risks. Baseline: Alpha’s baseline is 0. An alpha of 0 means ...

Multi-factor-based smart beta investments, like the Nifty Alpha Low Volatility 30 ETF, can be a ‘smart’ addition to an investor’s portfolio in the current market environment. Indian equity ...

The high-beta investment style has continued to outperform low-volatility stocks. “This risk-on leadership has coincided with a multi-month rise in the 10-year U.S. Treasury yield (US10Y ...