VaR = Value at Risk

It is the amount a portfolio is at risk of losing over a given time period and a given probability of such a loss. 



CBOE Volatility Index. 30 day risk forecast based on SP500 options pricing. It is used as a measure of fear in the US market. 



It is a measure of how much and how often a market moves up and down. 


Volcker Rule

Proposal that restricts US banks from making speculative investments that do not benefit their clients. 



The number of contracts traded over a given period. 

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