Dispersion is a fundamental measure of risk and opportunity in the stock market; it measures how differently stocks are performing, or are expected to perform. The Dispersion Index was launched in ...

The financial markets have been very challenging over the past couple of years with few strategies generating alpha. Dispersion trading is one of the few strategies that have worked in this difficult ...

Biometrika is primarily a journal of statistics in which emphasis is placed on papers containing original theoretical contributions of direct or potential value in applications. From time to time, ...

Knowing an average is not enough to properly describe a data set. You also need a measure of how dispersed the data is. Values that are packed closely together display greater consistency than those ...