How to Calculate Realized & Implied Volatility and Why it's Important

How to Calculate Realized & Implied Volatility and Why it's Important - Christopher Quill

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Күн бұрын

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Quantitative analyst Christopher Quill discusses the importance of understanding volatility, and shows how to calculate both realized and implied volatility values for yourself.
|| Filmed at the ITPM New York Super Conference, September 2016 ||

Пікірлер: 56

@talalkhan1597 4 жыл бұрын

I remember when Anton was giving interview to him and said " volatility creates opportunity and opportunity creates money" and look at him today. made it so far. Importance of proper education and good mentors.

@alejor8752 2 жыл бұрын

Nnmmn

@Dolby202 4 жыл бұрын

The best of KZfaq. Thanks for sharing this kind of content. I will purchase your education.

@IamDoubleP 4 жыл бұрын

Thank you ITPM I sent a message on the website, really looking forward to learning this!

@venky193 4 жыл бұрын

great presentation. It sums up a lot of my learning over years, done on my own, in just under 1 hour. well done. Ive learned a thing or two new too about options. Kudos Chris.great work.

@Gili0 4 жыл бұрын

Wow, my business statistics class was so valuable. I knew, when I learned about mathematicians utilizing 'charts' and 'algorithms' to help them decide where to put their money, that the answer was in Mathematics.

@victornaren1217 2 жыл бұрын

Can you please guide ,where to look for the information you have stated it will be helpful and I will be grateful.

@antonymucendu9875 4 жыл бұрын

Great information and examples thanks itpm

@MrRothe10 4 жыл бұрын

Wish my Investment Analysis prof. would explain it this simple, hah! Appreciate the quality content :)

@SkopeeProductions 3 жыл бұрын

Where do you study?

@akapoka8732 3 жыл бұрын

@@SkopeeProductions I guess we’ll never know

@Dragonhunter1400 4 жыл бұрын

Thank you so much for the free video

@gusschmidt6198 4 жыл бұрын

Great content form ITPM

@FocusedTrades 4 жыл бұрын

incredible value, thanks guys

@hssu9076 4 жыл бұрын

Are you kidding me??? GOLD. So nice of you guys to share so much valuable info for FREE 😀

@davidrhysroberts3641 4 жыл бұрын

Wow what a presentation. Great content ITPM.

@raulmaximo5810 4 жыл бұрын

Oh, thanks for this tutorial

@lhawk120 4 жыл бұрын

Chris is great!

@RPToomey 4 жыл бұрын

BRAVO CHRIS!

@dmonleon24 3 жыл бұрын

Fantastic video

@adriandoe1090 4 жыл бұрын

This is too goooood

@mknight3488 Жыл бұрын

At any financial instrument, understanding and predicting volatility is a reason enough to consider this. Cant believe I am blessed to receive this for free

@OOOOO0KKKKKKKK 3 ай бұрын

You're not in the business of prediction.

@juststudying4430 4 жыл бұрын

Love it!

@JDFXM Жыл бұрын

Thanks for the Goldie information❤

@paultenzer1361 2 жыл бұрын

Can’t wait to use ml for this

@matthunter9562 4 жыл бұрын

Awesome 👍👍👍

@user-xx4sv6ym7w 3 жыл бұрын

thank you

@ViniciusSilva-os1bs 3 жыл бұрын

Good Morning. Can I with this spreadsheet or on these sites find the standard deviation and calculate the Forex market volatility? If yes, how?

@shiboy862 4 жыл бұрын

How do I get the spreadsheet?

@MillionHiers 4 жыл бұрын

Wow great stuff, this is high level instruction, I sent a message to get the handout I’ll let guys know if I get it! Thanks for the video!

@stevenramzi2785 4 жыл бұрын

?!!!

@osytrognsy 4 жыл бұрын

@dominicm5657 3 жыл бұрын

??!!

@judasmoyane3942 3 жыл бұрын

?? 🤔

@deathmanrodeuraion7662 3 жыл бұрын

???

@hellotrading3245 10 ай бұрын

What actions we can take based on greeks values ? Are there any channels that share that ?

@MrFill 4 жыл бұрын

Great!! There is no options data for Russian stocks!!! How do I calculate implied volatility then?

@spacejunky4380 3 жыл бұрын

Does someone know where you can get the charts?

@tarakeshnc9302 3 жыл бұрын

Are the option greeks calculated based on the (IV which is computed first and then greeks) OR option greeks calculated based on the historical volatility?

@gaving9463 Жыл бұрын

Implied

@TheKovosh 4 жыл бұрын

Forgive me asking stupid question here. Dose each asset has its own time series of returns? am I right? So basically for each asset do we have a separate time series?

@kunalnarvekar1286 3 жыл бұрын

it depends among the asset classes, if you're buying contracts or debt instruments you do have an expiry on them. if you trade in equities then definitely yes your's is a stupid question although there exists a convertible bond class where a bond eventually converts into shares depending on the bond policies, in there the expiry date of that type of an asset could be considered date of conversion.

@mafasmunaseer 4 жыл бұрын

First of all I watch this video start to End .. This video 99% to Technical for me to understand but I will try to understand. I already Send Request for the SpreadSheet. once I got that SpreadSheet I am going to watch again try to understand. I do not know others but for me it too hard to understand. May Be I need to unlock some part of my brain.

@YorumiTech 4 жыл бұрын

Its unbelivable, with the econometrics in uni class. They will make you good money assume you put in the effort

@deoskari8934 4 жыл бұрын

pure gold..................... take note retail!!!

@ManPursueExcellence 4 жыл бұрын

😎

@overcastfriday81 4 жыл бұрын

4:15 Option A has a higher probabilistic value. However, Option B is the better choice if the player is down to his last $100 and the game will be played only once or twice. He stands to lose "everything", as opposed to making an easy $25 x 2 and using that $50 to buy food for a week.

@Aman1012 4 жыл бұрын

a smoother equity curve with option b.

@JonathanSebastian407 2 жыл бұрын

May volatility slingshot me into new ath

@onidraug 4 жыл бұрын

You can't give this one away!!

@onidraug 4 жыл бұрын

Aw... you can't afford the classes so you leech 'em for free off youtube... only one regulating your growth is your broke, cheap ass... don't worry, it's ok, man.