James Chen, CMT is an expert trader, investment adviser, and global market strategist. Gordon Scott has been an active investor and technical analyst or 20+ years. He is a Chartered Market Technician ...

There is strong evidence of a negative cross-sectional relationship between realized skewness and future stock returns - stocks with negative skewness are compensated with high future returns for ...

Intech Investment Management recently published a primer on monitoring market stress by way of several risk metrics, including skewness of returns (SoR). In the grand scheme of quantifying risk, SoR ...

This data series is part of the Center for Monetary Research. Treasury Yield Skewness is a daily indicator measuring the risks to the future outlook for interest rates, based on prices of Treasury ...

Skewness refers to the degree of asymmetry of a distribution, typically of investment returns. A distribution can be positively skewed (long tail to the right) or negatively skewed (long tail to the ...

Although commodities do occasionally crash, in general commodity prices are positively kurtotic (fat-tailed) and positively skewed. This is in contradistinction to equity prices, which are positively ...

Skewed Results The practice of diversification is justly popular, not only because it reduces portfolio risk but also because, at least for equity investors, it improves the odds of landing a winner.