Implied minus Historical Volatility

S&P 500SP

描述

⋅ 2021年9月11日下午3點21分

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

評論

HanDollarian

⋅ 2021年9月12日晚上6點24分

awesome

bigurb

⋅ 2021年9月20日下午1點02分

@VapeundTrade, Thanks!

HanDollarian

⋅ 2021年9月20日下午1點13分

@bigurb, welcome mate

akashgarhwal

⋅ 2023年1月30日上午9點55分

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