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Silly question: Why don't traders look at the sqrt(Var[ABC] - Var[XYZ]) when looking at gaps?

volatility spread

asked 14 hours ago Hiperfly 21

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13

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Applying GARCH to Panel Data

volatility time-series garch paneldata

asked 17 hours ago shenflow 101

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2

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667

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Option Price vs. Implied Volatility

option-pricing volatility implied-volatility

modified 18 hours ago Jan Stuller 1,947

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26

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15-min, 30-min and 60-min volatility forecasts

volatility

modified yesterday brilhana 31

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2

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430

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Volatility swaps historical data

volatility implied-volatility

modified yesterday user42108 463

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54

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Is there Cornish-Fisher volatility, given that there is Cornish-Fisher Value-at-Risk?

volatility value-at-risk moments

answered Oct 19 at 19:14 John 5,081

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53

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Call/Put Open interest difference on similar underlying

options volatility

answered Oct 19 at 18:31 user42108 463

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84

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Expected Forward Volatility vs. Different Strikes

options volatility implied-volatility greeks volatility-smile

modified Oct 19 at 12:05 Jan Stuller 1,947

1

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3

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137

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Implied volatility quote vs. Price quote

option-pricing volatility implied-volatility

modified Oct 19 at 6:45 Jesper Tidblom 381

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19

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Should diverging valuation multiples affect beta estimate?

volatility beta valuation expected-return

answered Oct 13 at 21:51 user42108 463

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4

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178

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Identifying “logical” segments on trading charts

volatility backtesting technical-analysis charts trends

answered Oct 12 at 20:46 user42108 463

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57

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Fast Monte Carlo of Local Volatility Model

volatility black-scholes programming performance local

asked Oct 12 at 14:44 Jordi Lecoch 11

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1

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187

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In-sample volatility measurement

volatility garch standard-deviation

modified Oct 11 at 22:06 Community♦ 1

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1

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184

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Uncovering patterns in price timeseries using linear regression

volatility regression variance

modified Oct 11 at 20:04 Community♦ 1

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