First, the Expected Move. The Expected Move is the amount that options traders believe a stock price will move up or down. It can serve as a quick way to see where real-money option traders are ...
Volatility arbitrage is a trading strategy that aims to profit by exploiting differences between forecasted and implied ...
Volatility is important for position sizing, determining risk, calculating stops and profit-targets, and rebalancing portfolios. Average true range is a useful measure for position sizing in futures ...
The forex market is the largest in the world, with a significant amount of volume being traded, making it an extremely liquid market. These factors can result in periods of high and low volatility.
Stochastic volatility is the unpredictable nature of asset price volatility over time. It's a flexible alternative to the Black Scholes' constant volatility assumption.
The stock market was "volatile" in the early days of the COVID-19 pandemic. It was "volatile" again, to a lesser degree, ahead of the 2020 U.S. presidential election. Maybe you've heard about the ...
Volatility refers to the extent of price fluctuations for a given asset or market. Historically, volatility has been inversely correlated with the stock market. When stock markets rally, volatility ...