Investment return varies depending on a multitude of factors. Dispersion is a measure used to predict the range of possible ...

Dispersion is an important statistical measure that quantifies the range of outcomes among the components of an index during a specific period. The S&P 500 Realized Dispersion Indices offer two ...

The emergent properties that arise from self-assembly and molecular recognition phenomena are a direct consequence of non-covalent interactions. Gas-phase measurements and computational methods point ...

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 ...