Both the level of vol and the relationship of implieds to realized (historical vol) are important. Low vol environments bring some unique risks, but don’t assume that vol “must” go up in any timeframe!
Chart of the day: volatility
- Post author:AdamHGrimes
- Post published:01/30/2017
- Post category:Chart of the Day
AdamHGrimes
Adam Grimes has over two decades of experience in the industry as a trader, analyst and system developer. The author of a best-selling trading book, he has traded for his own account, for a top prop firm, and spent several years at the New York Mercantile Exchange. He focuses on the intersection of quantitative analysis and discretionary trading, and has a talent for teaching and helping traders find their own way in the market.