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bigurb
11 de Set de 2021 15:21
Implied minus Historical Volatility
SP:SPX
1D
S&P 500
SP
Descrição
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11 de Set de 2021 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
Comentários
HanDollarian
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12 de Set de 2021 18:24
awesome
bigurb
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20 de Set de 2021 13:02
@VapeundTrade, Thanks!
HanDollarian
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20 de Set de 2021 13:13
@bigurb
, welcome mate
akashgarhwal
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30 de Jan de 2023 09:55
hey brother can you do one also for calculation realised volatility so we can also compare with them.
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