WorkshopFinished
Clinic: volatility and drawdown in practice
Hands-on session with exercises
A working session on two risk measures students meet in theory, annualised volatility and maximum drawdown. Participants compute both for a sample price series and discuss what each measure does and does not tell you about an outcome.
Who this session is for
Open to all students of the faculty. No prior market experience is assumed; sessions state their prerequisites in the description above.
What you will take away
- A working definition of the concepts the session covers, in your own notes.
- A worked example for each formula used, so the arithmetic is not a black box.
- An explicit statement of what each measure does not tell you.