Dispersion, a measure of how widely returns and volatility are distributed, has peaked prior to "violent churns" in the S&P ...
Cboe Global Markets, the world’s leading derivatives and securities exchange network, and S&P Dow Jones Indices (S&P DJI), the world’s leading index provider, announced plans to launch the Cboe S&P ...
Cboe Global Markets (BATS:CBOE) will work with S&P Dow Jones Indices, part of S&P Global (NYSE:SPG), to develop the Cboe S&P 500 Dispersion Index, a gauge that's meant to help investors better ...
Across the universe of concepts used to understand and fully develop a trading strategy, volatility ranks among the highest. In the most basic sense, volatility is a measure of risk and uncertainty.
Performance dispersion is the opportunity. Here is the performance of the S&P 500 index over the last three years: up 25% in 2021, down 19.4% in 2022 and up 24% in 2023. This "roller coaster" behavior ...
Cboe Global Markets, Inc., a leading provider of global market infrastructure and tradable products, announced plans to collaborate with S&P Dow Jones Indices (S&P DJI), the world’s leading index ...