From 9be7b5269933fd68411b915039bbc3108f2ec009 Mon Sep 17 00:00:00 2001 From: Mikko Ohtamaa Date: Mon, 18 Mar 2024 11:15:40 +0100 Subject: [PATCH] More cross link --- source/glossary.rst | 5 +++++ 1 file changed, 5 insertions(+) diff --git a/source/glossary.rst b/source/glossary.rst index 3505ad8..306d1c4 100644 --- a/source/glossary.rst +++ b/source/glossary.rst @@ -4619,6 +4619,9 @@ and algorithmic trading. When :term:`benchmarking ` different :term:`portfolios ` for :term:`Risk-adjusted return`, volatility is the fundamental metric for various risk vs. rewards calculations. + :term:`Delta neutral` :term:`trading strategy` is a strategy that is immune to volatility: no matter which direction the price + moves, the strategy makes profit. + See also - :term:`Standard deviation` @@ -4633,6 +4636,8 @@ and algorithmic trading. - :term:`Risk-adjusted return` + - :term:`Delta neutral` + Compound Annual Growth Rate (CAGR) CAGR, or Compound Annual Growth Rate, is a financial metric that measures the average annual growth rate of an investment over a specified period of time, typically longer than one year. It provides a smoothed-out view of an investment’s performance by accounting for compounding effects. In :term:`quantitative finance`, CAGR is used to compare performance of different portfolios. CAGR does not account for investment risk.