Timeline for Why are there so many different ways of calculating historical volatility
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| Feb 10, 2012 at 15:57 | comment | added | 楊祝昇 | I would rephrase srkx's suggestion as "depends on your purpose", but this is not really a big deal ;p Anyway the big deal is: to a volatility trader, the type of volatility you calculate should depend on your delta hedging style. To a delta1 fund manager, it ought to depend on his portfolio 'rebalance' style. My philosophy in short: volatility is not 'real' to you unless you react to it (hedge/rebalance). | |
| Feb 10, 2012 at 10:56 | history | answered | SRKX | CC BY-SA 3.0 |