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Get Savvysoft's white paper "The Persistence of Equity Volatility Rankings" and be one of the first to learn about this newly discovered phenomenon.

This new white paper contains brand-new empirical research into the behavior of volatility over time. This has implications for option pricing models, hedging, risk management, and more. It also leads to a vastly simplified methodology for calculating VaR which requires estimation of just a fraction of the number of variables now used.

Although it presents original research, it shares the simplicity and direct formula-free approach that are found in Savvysoft's other highly approachable white papers..

And because the ideas presented here are just now being made available, many of the uses of the results have yet to be discovered, and you, dear reader, will be able to extend the knowledge with your own insights.

What they're saying about "Var Doesn't Have To Be Hard": "Great article... A common sense approach to a real world issue. Don't overcomplicate when you don't have to." -John Patrick (Jack) Fahey III

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