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SIGMA_Commodity

Formula σk,j=RWk⋅3651.4⋅Info_MPORα\sigma_{k,j}=\frac{RW_k \cdot \sqrt{\frac{365}{1.4\cdot Info\_MPOR}}}{\alpha}

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SIGMA_Equity

Formula σk,j=RWk⋅3651.4⋅Info_MPORα\sigma_{k,j}=\frac{RW_k \cdot \sqrt{\frac{365}{1.4\cdot Info\_MPOR}}}{\alpha}

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SIGMA_FX

Formula σk,j=RWk⋅3651.4⋅Info_MPORα\sigma_{k,j}=\frac{RW_k \cdot \sqrt{\frac{365}{1.4\cdot Info\_MPOR}}}{\alpha}