QDB Volatility Index

Summary

Quant Data Bureau: Nasdaq/NYSE HiVo & LoVo Volatility Indices

The Nasdaq/NYSE HiVo & LoVo Indices are cutting-edge tools designed to offer deeper insights into market volatility across the US stock market. Leveraging predictive volatility modeling and proprietary liquidity measures, these indices identify and segment high- and low-volatility stocks, providing actionable insights for diverse investment strategies.

HiVo Index

The HiVo Index targets high-volatility stocks, ideal for capturing opportunities in rapidly changing market conditions. It employs an exponentially increasing weighting methodology, prioritizing stocks with the highest predicted volatility to maximize exposure to dynamic market movements.

LoVo Index

The LoVo Index emphasizes stability by focusing on low-volatility stocks. Using an inversely exponential weighting approach, it assigns greater weights to stocks with lower predicted volatility, appealing to conservative, risk-averse investors.

Core Features

• Predictive Volatility Modeling: Built on 30-day forward return volatility predictions, using an 8-year historical data window for reliable forecasting.
• Dynamic Adjustments: Daily retraining of models ensures the indices remain responsive to market changes.
• Monthly Rebalancing: Regular updates maintain alignment with each index’s volatility strategy.
• Performance Benchmarks: Measured against the SPX to provide transparent performance comparisons (2016–2024).

These indices empower investors with tools for precise risk assessment, portfolio optimization, and targeted exposure to high- or low-volatility market segments. Whether your strategy is aggressive or conservative, the HiVo & LoVo Indices provide an essential edge in navigating volatility.

Company Website: https://quantdatabureau.com/