alexa The Simple Long Volatility Trade | OMICS International | Abstract
ISSN: 2167-0234

Journal of Business & Financial Affairs
Open Access

OMICS International organises 3000+ Global Conferenceseries Events every year across USA, Europe & Asia with support from 1000 more scientific Societies and Publishes 700+ Open Access Journals which contains over 50000 eminent personalities, reputed scientists as editorial board members.

Open Access Journals gaining more Readers and Citations
700 Journals and 15,000,000 Readers Each Journal is getting 25,000+ Readers

This Readership is 10 times more when compared to other Subscription Journals (Source: Google Analytics)

Research Article

The Simple Long Volatility Trade

Chaturvedi V*

Chaudhary Charan Singh University, Meerut, India

*Corresponding Author:
Varish Chaturvedi, Ph.D
Researcher, Chaudhary Charan Singh University, Meerut
Uttar Pradesh, India
Tel: 088020 53384
E-mail: [email protected]

Received October 14, 2015; Accepted December 29, 2015; Published January 09, 2016

Citation: Chaturvedi V (2016) The Simple Long Volatility Trade. J Bus Fin Aff 5: 168. doi:10.4172/2167-0234.1000168

Copyright: © 2016 Chaturvedi V. This is an open-access article distributed under the terms of the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited.

Abstract

Based on the fact that researchers are only just beginning to address the question of what we mean precisely by risk or volatility, and how best to model it, investment opportunity is clearly indicated. This opportunity reflects the potential for generating abnormal returns through identifying and executing trades based on volatility. The evidence to support this in favors of traditional portfolio strategies is that volatility processes are eminently more persistent and forecast able than asset return processes. Following this, there is a view that volatility arbitrage is likely to prove one of the most fruitful investment opportunities in the next decade, providing adequate means can be found to describe and model the underlying process.

Keywords

Peer Reviewed Journals
 
Make the best use of Scientific Research and information from our 700 + peer reviewed, Open Access Journals
International Conferences 2018-19
 
Meet Inspiring Speakers and Experts at our 3000+ Global Annual Meetings

Contact Us

Agri & Aquaculture Journals

Dr. Krish

[email protected]

+1-702-714-7001Extn: 9040

Biochemistry Journals

Datta A

[email protected]

1-702-714-7001Extn: 9037

Business & Management Journals

Ronald

[email protected]

1-702-714-7001Extn: 9042

Chemistry Journals

Gabriel Shaw

[email protected]

1-702-714-7001Extn: 9040

Clinical Journals

Datta A

[email protected]

1-702-714-7001Extn: 9037

Engineering Journals

James Franklin

[email protected]

1-702-714-7001Extn: 9042

Food & Nutrition Journals

Katie Wilson

[email protected]

1-702-714-7001Extn: 9042

General Science

Andrea Jason

[email protected]

1-702-714-7001Extn: 9043

Genetics & Molecular Biology Journals

Anna Melissa

[email protected]

1-702-714-7001Extn: 9006

Immunology & Microbiology Journals

David Gorantl

[email protected]

1-702-714-7001Extn: 9014

Materials Science Journals

Rachle Green

[email protected]

1-702-714-7001Extn: 9039

Nursing & Health Care Journals

Stephanie Skinner

[email protected]

1-702-714-7001Extn: 9039

Medical Journals

Nimmi Anna

[email protected]

1-702-714-7001Extn: 9038

Neuroscience & Psychology Journals

Nathan T

[email protected]

1-702-714-7001Extn: 9041

Pharmaceutical Sciences Journals

Ann Jose

[email protected]

1-702-714-7001Extn: 9007

Social & Political Science Journals

Steve Harry

[email protected]

1-702-714-7001Extn: 9042

 
© 2008- 2018 OMICS International - Open Access Publisher. Best viewed in Mozilla Firefox | Google Chrome | Above IE 7.0 version
Leave Your Message 24x7