Quantitative Finance Concepts

Returns, volatility, portfolios, risk metrics and backtesting.

Intermediate

Daily return $r_t = \frac{P_t}{P_{t-1}} - 1$ ; annualised volatility $\approx \sigma_{daily}\sqrt{252}$ . Past performance doesn't guarantee future results.

Spotted a mistake or want to add detail? Suggest an improvement — Content Contributors' edits are reviewed by editors before they go live.

Discussion (0)