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jivasmax
4 mai 2017 20:25

Synthetic VIX _v3 

0.45*BATS:QLD+0.05*BATS:XLP+0.1*BATS:XIV+0.4*BATS:IEI1D

Description

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The measure of idiosyncratic risk for single stock or portfolio

Notes de version

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The measure of systematic risk for portfolio.
VolatilitysyntheticVIX CBOE Volatility Indexrisk
Plus