FRM: Intro to Quant Finance: Volatility

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  • Опубліковано 24 гру 2024

КОМЕНТАРІ • 17

  • @bionicturtle
    @bionicturtle  16 років тому +1

    Maybe it's not clear to you, but my video is about financial volatility not chemistry. Even in finance, volatility has five (5) different definitions. One of my pet peeves is the tendency, sometimes borne of academic hubris, to assume that some words are "owned" and/or concrete. To use stable here would be utterly confusing. Only the Ego wants to confuse. Humpty Dumpty the wise egg said, the word means what I choose it to mean...

  • @bionicturtle
    @bionicturtle  12 років тому +1

    @linagee Thanks, considering this one one of my first videos (over 4 years ago) and I can't bear to view the early ones :(

  • @RichKambak
    @RichKambak 8 років тому

    I like the comparison of equation to transposing into Excel for it gives a complete . Don't discount a 7 day to 14 day time frame as being too short. When trading earnings this is the best time frame for volatile assets prior and after releasing their Earnings Per Share.
    Totally blown away by your break down of the equation when calibrating it to Excel.

  • @akibnizamify
    @akibnizamify 4 роки тому

    Is this a daily volatility or annual volatility for rate of return?

  • @dearJOHN01
    @dearJOHN01 6 років тому +2

    I think the variance should be 1/m-1 since its the sample variance, except I am missing something.

    • @stephenhobbs948
      @stephenhobbs948 Рік тому

      No, you are correct. Turtle is using the population rathen than the sample, m-1, to account for degrees of freedom.

  • @geiko187
    @geiko187 15 років тому

    he doesn't have dec-9 shown, but I assume he would take the natural logarithm of google's close on dec 10 divided by google's close on dec 9 ... =ln(B8/B7)

  • @kukan.s
    @kukan.s 16 років тому

    Nice introduction. Thanks, Kukan

  • @MinerMetinAKTAN
    @MinerMetinAKTAN 5 років тому +1

    Thank you so much. Very helpfull!...

    • @bionicturtle
      @bionicturtle  5 років тому

      You're welcome! We are happy to hear that our video was so helpful :)

  • @rockYhre
    @rockYhre 14 років тому

    @yellowwitch1 You are watching this...

  • @maryp3676
    @maryp3676 11 років тому

    Thank you

  • @badboy4life414
    @badboy4life414 16 років тому

    very nice.. brow...
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