Minimum Turbulence Portfolio

Sergey Okun  This article was written by Sergey Okun – Senior Financial Analyst, I Know First, Ph.D. in Economics.


  • Economic shocks cause systemic structural changes in financial markets which are expressed in changes in connection between financial assets.
  • Mahalanobis Distance enables us to estimate stock market turbulence.
  • I Know First can help to find the most appropriate assets according to the current macroeconomic environment and systemic structural changes in financial markets.

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