Parabolic Sar

In finance, a parabolic SAR (saralyze-of-risk) is a financial model that has the goal of minimizing the VaR (Volcker–Meier risk). This model is also used in investment banking to identify riskier investments.

The parabolic SAR model was first proposed by Michael Novak in the early 1980s and has been refined over time. The current version of the SAR model is known as the ARIMA model.

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