State of the Art
Volatility Control

Intelligent. Responsive. Dynamic.

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Risk Control
Engine (RCE)

The 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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Traditional
Risk Control

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
Maintains the same volatility target regardless of market conditions.

truVol®
Risk Control

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 varies its volatility target based on market conditions.

Traditional Risk Control

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
Maintains the same volatility target regardless of market conditions.

truVol® Risk Control

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 varies its volatility target based on market conditions.

Trusted by leading
insurance carriers and global
investment banks

FASTER
RESPONSE
Higher
participation
potential
Opportunistic
Market
Exposure

Discover
the Benefits
of

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.

BUILT ON DECADES OF
ACADEMIC RESEARCH

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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