Implied volatility is at multi-year lows as holiday trading suppresses premiums, but rising realized volatility hints at a ...
Major averages ended last week in the green as the S&P 500 (SP500) made gains and realized volatility which is a measure of investor sentiment showed signs of improvement. PriceVol, an indicator that ...
Bitcoin (BTC) could be heading for a repeat of its late-2018 sell-off, data warns as realized volatility reaches almost three-year highs. Uploading fresh charts on July 6, on-chain analyst Skew drew ...
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 ...
Implied volatility (IV) is a market's forecast that is often used to help traders determine the correct trading strategies ...
The strategists expect equity volatility to be supported in 2026 primarily because asset bubbles tend to get more unstable as ...
Bitcoin (BTC) eyed $95,000 into the Feb. 23 weekly close as signs pointed to a major BTC buy-in by business intelligence firm Strategy. Despite the dust still settling on the event, Bitcoin managed to ...
The VIX index was below 9 very briefly after last week's Federal Reserve announcement and has risen to a little over 10 right now - which actually seems expensive relative to realized volatility. I ...
CHICAGO & AMSTERDAM--(BUSINESS WIRE)--Optiver, a leading global market maker, announces the launch of its first data science competition. Hosted in partnership with Kaggle, the world’s largest data ...