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bigurb
11 Sep 2021 pukul 15.21
Implied minus Historical Volatility
SP:SPX
1D
S&P 500
SP
Deskripsi
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11 Sep 2021 pukul 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
Komentar
HanDollarian
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12 Sep 2021 pukul 18.24
awesome
bigurb
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20 Sep 2021 pukul 13.02
@VapeundTrade, Thanks!
HanDollarian
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20 Sep 2021 pukul 13.13
@bigurb
, welcome mate
akashgarhwal
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30 Jan 2023 pukul 09.55
hey brother can you do one also for calculation realised volatility so we can also compare with them.
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