Implied minus Historical Volatility

S&P 500SP

Beschreibung

⋅ 11. Sept. 2021 15:21

Just a simple comparison of 30 day historical volatility versus 30 day implied volatility(VIX). In general, when VIX is way above realized or historical Vol, in general that is quite bullish. Backtest will be available soon.

Volatility

Kommentare

HanDollarian

⋅ 12. Sept. 2021 18:24

awesome

bigurb

⋅ 20. Sept. 2021 13:02

@VapeundTrade, Thanks!

HanDollarian

⋅ 20. Sept. 2021 13:13

@bigurb, welcome mate

akashgarhwal

⋅ 30. Jan. 2023 09:55

hey brother can you do one also for calculation realised volatility so we can also compare with them.

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