How to compute historical volatility ?

Discussion in 'Options' started by Sekiyo, Jun 17, 2025 at 8:00 AM.

  1. spy

    spy

    It was a joke... just like the results of your trading.
     
    #41     Jun 17, 2025 at 7:45 PM
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  2. demoncore

    demoncore


    my worst day last week beats your year.

    Just apply FFT to your realized vol estimator.
     
    #42     Jun 17, 2025 at 7:46 PM
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  3. spy

    spy

    Lies! Just take a look at my journal.
     
    #43     Jun 17, 2025 at 7:48 PM
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