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jivasmax
May 4, 2017 8:25 PM

Synthetic VIX _v3 

0.45*BATS:QLD+0.05*BATS:XLP+0.1*BATS:XIV+0.4*BATS:IEI1D

Description

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The measure of idiosyncratic risk for single stock or portfolio

Release Notes

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The measure of systematic risk for portfolio.
VolatilitysyntheticVIX CBOE Volatility Indexrisk
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