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Implied Volatility From Theory to Practice video

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(Last Updated On: March 9, 2017)

Implied Volatility From Theory to Practice video


Someone in my Facebook group notified me of this QuantInsti webinar. All I can say is that implied volatility is more moving forward looking as opposed to the lazy view of VIX. It is an aggregate of historical pricing of the S&P 500 which is an average of the largest stock.  It can only be used as a continuous gauge so why would you trade like that? You need to forecast the future, not the present.

Watch this video to understand

Just as note, I am finishing off the third version of the new Quant Analytics service. Why so many versions? I will do a review of the sub-par software we rely on to implement this.

Anyhow, I will be posting various videos to highlight the changes once complete which will be hopefully later today. I really don’t doing these different versions but it is part of any software development process we all go through.

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!
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