This thread is for discussing ideas around certain data points regarding the market.
To start, let's look at expected moves based on historical volatility.
Overstated = Green, Understated = Red
Expected moves based on historical volatility are overstated almost all the time regarding 1SD moves and is usually understand for 3SD moves.
Thoughts on how you would use this data?
To start, let's look at expected moves based on historical volatility.
Attached Image
Attached Image
Overstated = Green, Understated = Red
Expected moves based on historical volatility are overstated almost all the time regarding 1SD moves and is usually understand for 3SD moves.
Thoughts on how you would use this data?