What Can Volatility, Dispersion & Correlation Tell us about the Current Market Environment?
CPT/CE Eligibility (A Recognized CPT Provider)
|PL (CE) hour(s)
|RBV CPD hour(s)
In this session, Dr. Tim Edwards, Global Head of Index Investment Strategies at S&P Dow Jones Indices introduce the new Dispersion Index co-developed with Cboe, showing how dispersion is related to the residual risks that – together with market volatility – can help us to quantify the opportunities available from: stock selection, factor and asset allocation; understand the market dynamics; and total risk in individual stocks. Dr. Edwards will also relate correlation to the balance between dispersion and volatility, and provides insights on these relationships in the current market environment and its potential evolution. Taken together, a multi-dimensional view of risk may help distinguish crisis from opportunity.
Sandwiches and drinks will be served at the event.
About the Speaker
Dr. Tim Edwards, CFA
Managing Director and Global Head of Index Investment Strategy
S&P Dow Jones Indices
Tim Edwards is Managing Director and Global Head of Index Investment Strategy at S&P Dow Jones Indices (S&P DJI). The group provides research and commentary on S&P DJI’s entire product set, including U.S. and global equities, commodities, fixed income, and economic indices.
Prior to joining S&P DJI in 2013, Tim worked for Barclays Capital, initially within fund-linked derivatives and subsequently in exchange-traded products and index-linked derivatives. Prior to that, he worked at the Royal Institution of Great Britain.
Tim holds a Ph.D in pure mathematics from University College London.
Rating Intermediate – Material presented will have technical elements requiring a working knowledge of the subject to make full use of the presentation.
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