Views on Non-normal markets

Views on non-Normal markets [43]

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Bullet points include: Apply cross-sectional time-varying volatility adjustment. E.g. over preceding 10 weeks (measured by cross-sectional standard deviation, weighted by entire period standard deviation of returns). Individual sector relatives. All X+Y combinations. All X-Y combinations

Bullet points include: Apply cross-sectional time-varying volatility adjustment. E.g. over preceding 10 weeks (measured by cross-sectional standard deviation, weighted by entire period standard deviation of returns). Individual sector relatives. All X+Y combinations. All X-Y combinations

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