Two days ago, in The Rule of 16, the VIX at 40, I discussed the Rule of 16 in terms of translating the (annualized) VIX number into expectations for future daily realized volatility in the S&P 500 ...

Estimating the distribution of realized volatility is vital for formulating options trading strategies as well as for other portfolio risk management purposes. The main contribution of this paper is ...

Risk Disclosure: Trading in financial instruments and/or cryptocurrencies involves high risks including the risk of losing some, or all, of your investment amount, and may not be suitable for all ...

In this video, we explore the difference between implied and realized volatility, how the VIX reflects market expectations, and why the “rule of sixteen” helps translate volatility into daily price ...

Last month, a forward-looking measure of bitcoin volatility reached its highest point of the year as the digital currency suffered a notable sell-off, falling to its lowest since early 2024. The ...