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DOWNLOAD THE FACTSHEET
DOWNLOAD THE WHITEPAPER
Risk ControlThe truVol® Risk Control Engine (RCE) is a powerful, patent pending risk management toolkit designed to target volatility in risk-controlled index strategies.
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One
Limited to daily closing prices, only providing one observation per day.
Fixed
Uses the same method whether market volatility is high or low.
Static
Allocates equity exposure using backward-looking estimates regardless of market conditions.
Many
Adds intraday prices, capturing the action between the open the close.
Flexible
Uses two distinct methods, matched to the historical volatility regime.
Dynamic
Opportunistically adjusts the equity exposure up or down based on short-term volatility trends.
One
Limited to daily closing prices, only providing one observation per day.
Fixed
Uses the same method whether market volatility is high or low.
Static
Allocates equity exposure using backward-looking estimates regardless of market conditions.
Many
Adds intraday prices, capturing the action between the open the close.
Flexible
Uses two distinct methods, matched to the historical volatility regime.
Dynamic
Opportunistically adjusts the equity exposure up or down based on short-term volatility trends.
Intuitively, more frequent and more recent information is preferred to older, less frequent data when making a prediction.
It is the rich, intraday data in truVol® that can increase accuracy and responsiveness to help you stay invested longer, or potentially avoid market downturns faster.
Using intraday price data to help improve volatility forecasting has a rich history backed by volumes of research. Beginning with simply adding the open, high, and low prices to the daily close, methods evolved with the technology and increased access to more data. For more background on the foundational elements we adapted and expanded to develop truVol, check out our white paper “The Layman’s Guide to Volatility Forecasting.”
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