Most investors suffer from loss aversion bias, i.e. the pain of losing is twice as much as the pain of winning. Therefore, in times of market free-falls, the low volatility strategy may help to decrease the magnitude of the fall.In addition, having a low volatility strategy’s support may also minimize the panic decisions made during the high drawdown phase.
Sebi proposes CAS for derivative stocks to simplify pricing mechanism
Sebi has proposed introducing a closing auction session (CAS) to determine share prices, initially for derivative stocks, with plans to extend it to all stocks