Dispersion is an important statistical measure that quantifies the range of outcomes among the components of an index during a specific period. The S&P 500 Realized Dispersion Indices offer two ...

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.

The new vibrational modes measured here are expected to substantially affect thermal transport across the interface. The traditional phonon gas model 35,36 and the atomistic Green’s function method 37 ...

Dispersion, a measure of how widely returns and volatility are distributed, has peaked prior to "violent churns" in the S&P ...

The emergent properties that arise from self-assembly and molecular recognition phenomena are a direct consequence of non-covalent interactions. Gas-phase measurements and computational methods point ...

The financial markets have been very challenging over the past couple of years with few strategies generating alpha. Dispersion trading is one of the few strategies that have worked in this difficult ...