Implied minus Historical Volatility

S&P 500SP

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⋅ 2021年9月11日午後3時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

HanDollarian

⋅ 2021年9月12日午後6時24分

awesome

bigurb

⋅ 2021年9月20日午後1時2分

@VapeundTrade, Thanks!

HanDollarian

⋅ 2021年9月20日午後1時13分

@bigurb, welcome mate

akashgarhwal

⋅ 2023年1月30日午前9時55分

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

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