Posts by Year

2023

The 5 Laws of Averages

4 minute read

Average has always been considered as the best statistical estimator of the underlying normal distribution. We can think of an average as a central point of ...

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2021

How to use market turbulence measurements?

less than 1 minute read

Main assumptions We can predict future path of market turbulence, since market turbulence can persist across time We can try to avoid risky assets durin...

Calculating Log Returns in Excel

1 minute read

What is a log return? It’s simply a change in price expressed as percentage. You often hear S&P 500 is up today by 0.5%. A log return of S&P 500 f...

Variance example Bitcoin/USD

1 minute read

Bitcoin and cryptocurrencies are considered a high risk asset at this moment, the riskiness part is more likely attributed because of the volatility it has s...

Variance

less than 1 minute read

What is Variance? Variance is a measure how volatile some data stream is. It tries to give us an answer in a form of a number on the following questions: ...

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