TVOL

AcronymDefinition
TVOLTelevision on Line
TVOLTelevision On-Line (cable service)
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Rom -0.633 0.049 Trachelomonas volvocina Ehrenberg Tvol -0.191 -0.545 Relative Density Site 1 Site 2 Site 3 Actinastrum hantzschii Lagerheim - - - Aphanocapsa elachista W.
Spatial and temporal variation of phytoplankton in a tropical eutrophic river/Variacao espacial e temporal do fitoplancton em um rio eutrofico tropical
[[lambda].sub.t.sup.i](k) = min([[lambda].sub.max], TVol.Vo[l.sub.t.sup.i](k))
where TVol is the target volatility, Vo[l.sub.t.sup.i](k)) is the annualized standard deviation of the CTA i calculated at point t using k most recent monthly returns, and [[lambda].sub.max] is the maximum un-leverage factor.
CTA performance persistence: 1994-2010
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