^GSPC$7,391.70-1.20%^IXIC$24,812.55-1.51%^DJI$42,354.14-1.08%^VIX$26.92+0.90%^STOXX50E$65.92-2.04%BTC-USD$79,104.51-2.44%ETH-USD$2,224.57-2.58%SOL-USD$89.32-3.05%AAPL$300.23+0.68%MSFT$421.92+3.05%NVDA$225.32-4.42%TSLA$422.24-4.75%META$614.23-0.68%GOOGL$396.78-1.07%AMZN$264.14-1.15%AMD$424.10-5.69%EURUSD$1.1625-0.01%GC$4,537.84-0.05%CL$101.14-0.84%^GSPC$7,391.70-1.20%^IXIC$24,812.55-1.51%^DJI$42,354.14-1.08%^VIX$26.92+0.90%^STOXX50E$65.92-2.04%BTC-USD$79,104.51-2.44%ETH-USD$2,224.57-2.58%SOL-USD$89.32-3.05%AAPL$300.23+0.68%MSFT$421.92+3.05%NVDA$225.32-4.42%TSLA$422.24-4.75%META$614.23-0.68%GOOGL$396.78-1.07%AMZN$264.14-1.15%AMD$424.10-5.69%EURUSD$1.1625-0.01%GC$4,537.84-0.05%CL$101.14-0.84%
RockstarMarkets
All glossary
Quant6 terms

Quantitative concepts that survive contact with reality

Sharpe ratio, factor investing, volatility cones, narrative economics. The toolkit for thinking about returns in terms of distribution, not just direction.

Drawdown

Peak-to-trough decline in portfolio value.

Factor investing

Building portfolios based on systematic risk premiums (value, momentum, etc.).

FX volatility cones

Deep

Visualisation of historical realised volatility ranges across time horizons — the chart that tells you if current FX vol is cheap or expensive.

Momentum

The empirical fact that winners keep winning over the medium term.

Sharpe ratio

Risk-adjusted return - excess return per unit of volatility.

Value investing

Buying assets trading below their intrinsic value.

Other categories

MarketsMacroOptionsCryptoAccountingBehavioral