Skip to content

Instantly share code, notes, and snippets.

@franloza

franloza/ibex_equity_volatility.ipynb

Created October 14, 2017 15:47
Show Gist options
  • Save franloza/8615dc3c80e52a3760dd8aa4f4840021 to your computer and use it in GitHub Desktop.
Save franloza/8615dc3c80e52a3760dd8aa4f4840021 to your computer and use it in GitHub Desktop.
Download ZIP
Study about negative correlation between returns and volatility in IBEX 35. Reference: [The Benefits of Volatility Derivatives in Equity Portfolio Management](https://www.eurexchange.com/blob/184758/e21ae91e662cd0c0a176823353b21450/data/edhec_benefits_volatility_derivatives_2012.pdf.pdf)
Display the source blob
Display the rendered blob
Raw
ibex_equity_volatility.ipynb
Loading
Sorry, something went wrong. Reload?
Sorry, we cannot display this file.
Sorry, this file is invalid so it cannot be displayed.
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment