DislikedThat is one of the most incorrect comments of this thread. Of course there are academic papers with value out there.Ignored
Unless you are going the quant route, but the question wasn't stated in that context as I understood it.
But even then it's mostly about rule testing rather than trading system development.
QuoteDislikedps. Medici you didn't answer to question to what is the exact definition of volatility, I'm quite intrigued to learn your answer to that as afaik there is no such thing (is it maybe sq of var which is flawed? IV maybe? Both are correct answers btw)?
I simply meant the standard definition that you can find in Wikipedia. You may think it's flawed, but that's what people use.