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Historical Volatility Demystified Part I
tylerstrading.blogspot.com - 9/10/2009
Historical Volatility Demystified Part I
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When most traders hear the word volatility, they typically think of how much a stock fluctuates in price. An oft used analogy in many financial cartoons is that of a roller coaster. What does a roller coaster help portray? Well it certainly causes one to think of the fast movements and large ups ...
tylerstrading.blogspot.com - 9/11/2009
Historical Volatility Demystified Part II
— tylerstrading.blogspot.com — Historical volatility can be measured over any time frame you desire. Commonly used time periods include 10,... 30, and 90 days. If you want to view different lengths simultaneously, some software programs allow you the ability to overlay them on top of ... (more) Historical Volatility Demystified Part II
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tylerstrading.blogspot.com - 9/11/2009
Historical Volatility Demystified Part III
— tylerstrading.blogspot.com — In theory historical volatility is blind to the trend of the stock, thus it shouldn't be used... to predict stock direction. For example, suppose HV is high and you think it will begin to come back down to its average. Does that have any influence on ... (more) Historical Volatility Demystified Part III

Comments vote down VIX and More found this 9/11/2009found this
tylerstrading.blogspot.com - 9/11/2009
Historical Volatility Demystified Part IV
— tylerstrading.blogspot.com — We've finally reached the conclusion of our short, yet to some too long, expedition into the volatility... arena. As I often provide commentary on HV, I thought it useful to offer an in depth overview of its different nuances. So with out further ado, ... (more) Historical Volatility Demystified Part IV

Comments vote down VIX and More found this 9/11/2009found this

Blog Reactions

Daily Options Report:  Historical Volatility Demystified

Abnormal Returns:  Thursday links: naive contrarianism

VIX and More:  Recent Links of Note

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Blog Reactions

Historical Volatility Demystified
Daily Options Report — Tyler Craig of "Know Your Options" has a great 3 part series on Historical Volatility. Here's Part 1. When most traders hear the word volatility, they typically think of how much a stock fluctuates in price. An oft used analogy in many financial cartoons is that of a roller coaster. What does a roller coaster help portray? Well it certainly causes one to think of the fast movements and large ups and downs. Volatility in this context could refer to the speed at which a stock moves or the magnitude of its ...

Thursday links: naive contrarianism
Abnormal Returns — ... Your bond fund manager is likely gaming his benchmark.  (Morningstar) A skeptic takes a look at the moving average timing system for asset classes.  (Falkenblog) Don’t count on market relationships to remain stable over time.  (CXO Advisory Group) Historical volatility demystified.  (Know Your Options via Daily Options Report) There is no shortage of ...

Recent Links of Note
VIX and More — ... up a new installment in my periodic and highly personal list of favorite recent links, where a strong preference is given to posts that touch on the VIX and volatility, options, market sentiment, and ETFs. As always, informative is good, informative and provocative is better: · The Impact of Volatility Derivatives (Jared Woodard, Condor Options) · Comments on a Study of VIX Spikes (Don Fishback’s Market Update) · Historical Volatility Demystified: Part 1; Part 2; Part 3; and Part 4 ...

Related: "historical volatility"
Livevol Pro: A World Class Suite of Volatility Tools
vixandmore.blogspot.com 9/14/2009 — Long-time readers will know that when it comes to charts of implied and historical volatility , I have a preference for using free charts from the International Securities Exchange (ISE) and iVolatility.com . In fact, when I started using the ISE Implied Volatility Charts on a regular basis ...
Historical Volatility Demystified, Part IV…...by Tyler Craig — Daily Options Report
We've finally reached the conclusion of our short, yet to some too long, expedition into the volatility arena. As I often provide commentary on HV, I thought it useful to offer an in depth overview of its different nuances. So with out further ado, here's part IV. After understanding the ...
Historical Volatility Demystified, Part III…...by Tyler Craig — Daily Options Report
In theory historical volatility is blind to the trend of the stock, thus it shouldn't be used to predict stock direction. For example, suppose HV is high and you think it will begin to come back down to its average. Does that have any influence on your outlook on the stock? In other words, ...
Historical Volatility Demystified, Part II…...by Tyler Craig — Daily Options Report
  Speaking of "Blogging Tyler's" what ever happened to that "Durden" guy?  Anyway.... Historical volatility can be measured over any time frame you desire. Commonly used time periods include 10, 30, and 90 days. If you want to view different lengths simultaneously, some ...