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bigurb
11 ספט׳ 2021 15:21
Implied minus Historical Volatility
SP:SPX
1D
S&P 500
SP
תיאור
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11 ספט׳ 2021 15:21
Just a simple comparison of 30 day historical volatility versus 30 day implied volatility(VIX). In general, when VIX is way above realized or historical Vol, in general that is quite bullish. Backtest will be available soon.
Volatility
תגובות
HanDollarian
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12 ספט׳ 2021 18:24
awesome
bigurb
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20 ספט׳ 2021 13:02
@VapeundTrade, Thanks!
HanDollarian
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20 ספט׳ 2021 13:13
@bigurb
, welcome mate
akashgarhwal
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30 ינו׳ 2023 09:55
hey brother can you do one also for calculation realised volatility so we can also compare with them.
עוד