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Agenda
1) Use Case reminder
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Reviewed the current progress in the area of statistical measures for indicators. For mean, include geometric and arithmetic (see notes from StatisticsCanada; also missing the definition of an estimate)
Also discussed Volatility, and the need to include HistoricalVolatility and ImpliedVolatility at a minimum. Distinguish PriceVolatility from "Volatility" (at the conceptual level only).
Jeff will also assist with the definition of term structure, yield, and/or yield curve for the purposes of indices.
Decisions:
Action items
- Tahoe Blue to assist with the definition of volatility, price volatility, historical volatility and implied volatility
- Tahoe Blue to assist with further defining term structure, yield, and yield curve