Daily Archives: April 14, 2016

Credit Spread and Low Volatility Factors

Credit Spread and Low Volatility Factors

Factor Definition The fixed income investment community has long used volatility in analyzing bond valuations and identifying investment opportunities.  We have defined volatility as the standard deviation of bond yield changes for the trailing six-month period.  All else being equal, the more volatile the bond yield is, the higher the yield needs to be in Read more […]