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- Correlation_trading abstract "In finance, correlation trading is a strategy in which the investor gets exposure to the average correlation of an index. The key to correlation trading is understanding the principle of diversification, which implies that the volatility of a portfolio of securities is less than (or equal to) the average volatility of all the securities in that portfolio (based on Modern portfolio theory). The lower the correlation among the individual securities, the lower the overall volatility of the entire portfolio. This is due to the way in which variances behave when summing correlated random variables.To sell correlation, investors can: Sell a call option on the index and buy a portfolio of call options on the individual constituents of the index; Sell a variance swap on the index and buy the variance swaps on the individual constituents; this particular kind of spread trade is called a variance dispersion trade. Sell a correlation swap.".
- Correlation_trading wikiPageID "2701185".
- Correlation_trading wikiPageRevisionID "588881514".
- Correlation_trading auto "yes".
- Correlation_trading date "December 2009".
- Correlation_trading hasPhotoCollection Correlation_trading.
- Correlation_trading subject Category:Derivatives_(finance).
- Correlation_trading subject Category:Stock_market.
- Correlation_trading comment "In finance, correlation trading is a strategy in which the investor gets exposure to the average correlation of an index. The key to correlation trading is understanding the principle of diversification, which implies that the volatility of a portfolio of securities is less than (or equal to) the average volatility of all the securities in that portfolio (based on Modern portfolio theory).".
- Correlation_trading label "Correlation trading".
- Correlation_trading sameAs m.07yvkn.
- Correlation_trading sameAs Q5172861.
- Correlation_trading sameAs Q5172861.
- Correlation_trading wasDerivedFrom Correlation_trading?oldid=588881514.
- Correlation_trading isPrimaryTopicOf Correlation_trading.