Binary option delta hedging simple and profitable 15-30 minute!
A measure of the variation in price over time. Also a measure of the risk of a financial instrument. Questions Tags Users Badges Unanswered.
Tagged Questions info newest frequent votes active unanswered. Learn more… Top users Synonyms. How to calculate historical intraday volatility? Sorry for what must be a beginner question, but when I went to write code I realized I didn't understand exactly how historical volatility, or statistical volatility, is defined.
Wikipedia tells me " Darren Cook 1 10 Variance replication binary option delta hedging simple and profitable 15-30 minute! options I would like to understand the intuition behind the following question: Why a certain weighted sum of prices of put and calls is equivalent to the implied variance of an underlying?
Escachator 3 9. The following equations seem to imply a single value: I see that term tossed around a lot, in articles relating to HFT, and ultra high frequency data.
It says at higher frequencies, smaller intervals, microstructure noise is very dominant. Palace Chan 5 Volatility pumping in practice The fascinating thing about volatility pumping or optimal binary option delta hedging simple and profitable 15-30 minute! portfolio, see e. Additionally it is a Am I right in Kondo 1 9.
How to calculate future distribution of price using volatility? I want to create a lognormal distribution of future stock prices. CptanPanic 1 5. Maybe it's a simple question but I don't really understand why it is theoretically required. Looking for a recommendation for a real life volatily trading book. Recently I started working in an algotrading company as a programmer. After I studied that subject a little in the university and read a book or two in that field I gained a little knowledge in that Jeb 4 9.
One dimensional analog of cleansing a correlation matrix via random matrix theory The general idea of cleansing a correlation matrix via random matrix theory is to compare its eigenvalues to that of a random one to see which parts of it are beyond normal randomness. So many volatility models.
Any comparisons of them? Jase binary option delta hedging simple and profitable 15-30 minute! How to calibrate a volatility surface using SVI I've read the following paper by Gatheral and Jacquier and have several question regarding the calibration of a volatility surface in a arbitrage free way and some theoretical aspects. Volatility is, to me, I get the intuitive sense of it but am unable to figure out calculation of volatility as an input. Vikram Murthy 28 4.
Monitored accounts are provided with detailed statistics and trading history. Although the risk when trading CFDs is fixed for each individual trade, the trades are live and it is possible to lose an initial investment, particularly if a trader chooses to place his entire investment to a single live trade. It is highly recommended that traders choose a proper money management strategy which limits the total consecutive trades or total outstanding investment.