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by t0mpr1c3
7 days ago
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Indeed. For example, volatility is of interest in financial data, because it relates to the pricing of risk. So are the correlations between asset classes. Interestingly market volatility often goes hand-in-hand with increased correlation between asset prices: https://en.wikipedia.org/wiki/Anna_Karenina_principle#Order_... This corresponds to a restatement of Murphy's Law, namely "life is a bitch and then you die". When you most need a diversified portfolio, diversification is hardest to achieve. |
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