How to Calculate Realized & Implied Volatility and Why it's Important - Christopher Quill

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Quantitative analyst Christopher Quill discusses the importance of understanding volatility, and shows how to calculate both realized and implied volatility values for yourself.
|| Filmed at the ITPM New York Super Conference, September 2016 ||

[@talalkhan1597]

I remember when Anton was giving interview to him and said " volatility creates opportunity and opportunity creates money" and look at him today. made it so far. Importance of proper education and good mentors.

[@alejor8752]

Nnmmn

[@Dolby202]

The best of KZbin. Thanks for sharing this kind of content. I will purchase your education.

[@IamDoubleP]

Thank you ITPM I sent a message on the website, really looking forward to learning this!

[@venky193]

great presentation. It sums up a lot of my learning over years, done on my own, in just under 1 hour. well done. Ive learned a thing or two new too about options. Kudos Chris.great work.

[@antonymucendu9875]

Great information and examples thanks itpm

[@Dragonhunter1400]

Thank you so much for the free video

[@Gili0]

Wow, my business statistics class was so valuable. I knew, when I learned about mathematicians utilizing 'charts' and 'algorithms' to help them decide where to put their money, that the answer was in Mathematics.

[@victornaren1217]

Can you please guide ,where to look for the information you have stated it will be helpful and I will be grateful.

[@MrRothe10]

Wish my Investment Analysis prof. would explain it this simple, hah! Appreciate the quality content :)

[@SkopeeProductions]

Where do you study?

[@akapoka8732]

@@SkopeeProductions I guess we’ll never know

[@gusschmidt6198]

Great content form ITPM

[@FocusedTrades]

incredible value, thanks guys

[@hssu9076]

Are you kidding me??? GOLD. So nice of you guys to share so much valuable info for FREE 😀

[@lhawk120]

Chris is great!

[@davidrhysroberts3641]

Wow what a presentation. Great content ITPM.

[@raulmaximo5810]

Oh, thanks for this tutorial

[@RPToomey]

BRAVO CHRIS!

[@mknight3488]

At any financial instrument, understanding and predicting volatility is a reason enough to consider this. Cant believe I am blessed to receive this for free

[@OOOOO0KKKKKKKK]

You're not in the business of prediction.

[@adriandoe1090]

This is too goooood

[@dmonleon24]

Fantastic video

[@juststudying4430]

Love it!

[@JDFXM]

Thanks for the Goldie information❤

[@matthunter9562]

Awesome 👍👍👍

[@paultenzer1361]

Can’t wait to use ml for this

[@ViniciusSilva-os1bs]

Good Morning. Can I with this spreadsheet or on these sites find the standard deviation and calculate the Forex market volatility? If yes, how?

[@user-xx4sv6ym7w]

thank you

[@hellotrading3245]

What actions we can take based on greeks values ? Are there any channels that share that ?

[@MillionHiers]

Wow great stuff, this is high level instruction, I sent a message to get the handout I’ll let guys know if I get it! Thanks for the video!

[@stevenramzi2785]

?!!!

[@osytrognsy]

??

[@dominicm5657]

??!!

[@judasmoyane3942]

?? 🤔

[@deathmanrodeuraion7662]

???

[@shiboy862]

How do I get the spreadsheet?

[@overcastfriday81]

4:15 Option A has a higher probabilistic value. However, Option B is the better choice if the player is down to his last $100 and the game will be played only once or twice. He stands to lose "everything", as opposed to making an easy $25 x 2 and using that $50 to buy food for a week.

[@Aman1012]

a smoother equity curve with option b.

[@MrFill]

Great!! There is no options data for Russian stocks!!! How do I calculate implied volatility then?

[@spacejunky4380]

Does someone know where you can get the charts?

[@deoskari8934]

pure gold..................... take note retail!!!

[@tarakeshnc9302]

Are the option greeks calculated based on the (IV which is computed first and then greeks) OR option greeks calculated based on the historical volatility?

[@gaving9463]

Implied

[@TheKovosh]

Forgive me asking stupid question here. Dose each asset has its own time series of returns? am I right? So basically for each asset do we have a separate time series?

[@kunalnarvekar1286]

it depends among the asset classes, if you're buying contracts or debt instruments you do have an expiry on them. if you trade in equities then definitely yes your's is a stupid question although there exists a convertible bond class where a bond eventually converts into shares depending on the bond policies, in there the expiry date of that type of an asset could be considered date of conversion.

[@mafasmunaseer]

First of all I watch this video start to End .. This video 99% to Technical for me to understand but I will try to understand. I already Send Request for the SpreadSheet. once I got that SpreadSheet I am going to watch again try to understand. I do not know others but for me it too hard to understand. May Be I need to unlock some part of my brain.

[@YorumiTech]

Its unbelivable, with the econometrics in uni class. They will make you good money assume you put in the effort

[@ManPursueExcellence]

😎

[@JonathanSebastian407]

May volatility slingshot me into new ath

[@onidraug]

You can't give this one away!!

[@onidraug]

Aw... you can't afford the classes so you leech 'em for free off youtube... only one regulating your growth is your broke, cheap ass... don't worry, it's ok, man.

[@commonmancrypto1648]

He has the most aristocratic name I've ever heard.

[@fankyroll9454]

This guy is great but can also put you to sleep.