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Last 10 posts
"SQRT(260)" multiple factor in "WMT 10 Day Volatility" calculation
Would you please let me know why you include the "SQRT(260)" multiple factor in each "WMT 10 Day Volatility" and "S&P 500 10-Day Volatility" calculation? Does the "260" mean "260 Trading Days and assuming No Holidays, 5 Trading Days * 52 Weeks per Year?" Thank you very much in advance for your ... Read More
Would you please let me know why you include the "SQRT(260)" multiple factor in each "WMT 10 Day Volatility" and "S&P 500 10-Day Volatility" calculation? Does the "260" mean "260 Trading Days and assuming No Holidays, 5 Trading Days * 52 Weeks per Year?" Thank you very much in advance for your ... Read More
After checking my old "statistics" and "physics" college textbooks and B-school Finance book, I realized (i.e. I had forgot) that : 1. Volatility is standard deviation of returns; 2. Volatility, or standard deviation is the square root of variamce; 3. The assumption that common option pricing ... After checking my old "statistics" and "physics" college textbooks and B-school Finance book, I realized (i.e. I had forgot) that : 1. Volatility is standard deviation of returns; 2. Volatility, or standard deviation is the square root of variamce; 3. The assumption that common option pricing and volatility models take that stock prices make the so-called Random Walk, i.e. the Brownian Motion => each particular increment of this random walk has variance that is proportional to the time over which the price is moving; 4. Since the daily variance is to be annualized => Hence, SQRT(260)" or the "Rule of 16". Thx for making me to think about your presentation and calculation in this module. Cheers. Peter C. Read More