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The standard used by most people in the industry to compare historical
volatility versus implied volatility is 20-days annualized.
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Steven W. Poser, President
Poser Global Market Strategies Inc.
url: http://www.poserglobal.com
email: swp@xxxxxxxxxxxxxxx
Tel: 201-995-0845
Fax: 201-995-0846
----- Original Message -----
From: ted stampeen <tedco@xxxxxxxxxxxxxxxx>
To: <realtraders@xxxxxxxxxxxxxxx>
Sent: Thursday, May 25, 2000 2:05 AM
Subject: [RT] Re: Historical Voltility
> hi peter,
> sounds like were in the same boat, but what I have been
able
> to find out so far, is that one would want a least 2yrs , if I'm wrong
about
> this, hopefully one of the experienced pros on the list well correct
me.
>
> goodtrading / Ted
> ----- Original Message -----
> From: Peter Adamo <petera@xxxxxxxxxx>
> To: <realtraders@xxxxxxxxxxxxxxx>
> Sent: jeudi, 25. mai 2000 02:50
> Subject: [RT] Historical Voltility
>
>
> >
> >
> > Hello Everyone
> >
> > I'm currently familiarizing myself with option trading (I have a
long way
> > to go). Anyways, what length would you recommend for historical
volatility
> > if you trade commodities on a short-term basis? Thanks for your help
> >
> > Peter
> >
> >
>
>
>
>
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