Trading bands have been an important tool championed by market participants for their descriptive power and for their ability to generate concrete trading signals. One challenge in using these tools is the fact that asset prices are not statistically well-behaved, leading to false signals and noise. In this webinar, we introduce Stable Bands, a new type of trading band that is mathematically coherent with modern asset pricing models, admits heavy tailed return distributions, and correctly identifies trend changes more accurately than current methods.
February 07, 2024
12:00 PM America/New_York
All events
Webinar: “Stable Bands: A Tool for Measuring, Managing, and Exploiting Market Volatility” with Jonas Elmerraji
February 07, 2024
12:00 pm - 01:00 pm
America/New_York
Trading bands have been an important tool championed by market participants for their descriptive power and for their ability to generate concrete trading signals. One challenge in using these tools is the fact that asset prices are not statistically well-behaved, leading to false signals and noise. In this webinar, we introduce Stable Bands, a new type of trading band that is mathematically coherent with modern asset pricing models, admits heavy tailed return distributions, and correctly identifies trend changes more accurately than current methods.