Discussion in 'Trading' started by ASusilovic, Oct 15, 2007.
Humble question to our QUANT community :
any chance we see today 25 standard deviation day or ????
when computing stdev, like 25 devs or 7 devs or whatever, is there a standard period used (like 7 days, 20 days)?
I just observed VIX climbing 12 % today...thatÂ´s why I am asking...
Great, more risk free $$$ for me writing naked ES puts.
So, at which point of the day can we expect the RALLY ?
What is "390 Mio"?
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