Something wrong with volatility

Discussion in 'Options' started by earth_imperator, Mar 12, 2023.

  1. traider

    traider

    volatility is a scam. Equities should just go straight up in a line and then crash once in a while
     
    #11     Mar 14, 2023

  2. Any chance StdDev around the mean, IMO, is the return, not the price?

    and you will assume short term stock return has a 0 of mean so you can compare across them.
     
    #12     Mar 14, 2023
  3. KCalhoun

    KCalhoun

    Something wonky with VIX last few months, should've been much higher recently
     
    #13     Mar 14, 2023
  4. But then in the Normal Distribution case the formula is:
    CV = StdDev / Mean * 100

    ie. a Divide-By-Zero error would happen...
     
    #14     Mar 14, 2023
  5. newwurldmn

    newwurldmn

    hehe - trade secret.

    he’s actually a pro-fascist Turk living in Germany.
     
    #15     Mar 14, 2023
    destriero likes this.