Volatility calculation in Excel

  Рет қаралды 136,490

Marek Kolman

Marek Kolman

Күн бұрын

Пікірлер: 47
@amit70607
@amit70607 3 жыл бұрын
Explanation flow was very organized, logical and simple. Hence, interesting and easy to understand. Nice job. looking forward for more videos.
@CbCb-f9r
@CbCb-f9r Жыл бұрын
I'm new in trading, but after your videos I'm starting to undestand it really better!
@CedrickVanderark
@CedrickVanderark Ай бұрын
Pardon me, could you give me some advice or help with this? my OKX wallet holds USDT TRX20, and my recovery phrase is (clean party soccer advance audit clean evil finish tonight involve whip action). Can you explain how to move it to Binance?
@CedrickVanderark
@CedrickVanderark Ай бұрын
Hi, I apologize for interrupting, but could I ask for your help? I keep my USDT TRX20 in the OKX wallet with the recovery phrase [ clean party soccer advance audit clean evil finish tonight involve whip action ]. How do I send it to Binance?
@NareshSen
@NareshSen 6 ай бұрын
Thank you for the insight. What method does the CBOE use (the volatility index of the S&P 500) that we see in Tradingview? Thank You.
@CedrickVanderark
@CedrickVanderark Ай бұрын
Hello, I hate to bother, but might you help me with something? My OKX wallet contains USDT TRX20, and I have my recovery phrase [ clean party soccer advance audit clean evil finish tonight involve whip action ]. How can I send it to Binance?
@dr.saadalsunbul8211
@dr.saadalsunbul8211 10 жыл бұрын
Outstanding. Would love to see you explaining the implied volatility.
@newtonocharimenyenya2458
@newtonocharimenyenya2458 2 жыл бұрын
Great. Thanks so much. A Very Great Piece.
@auliasucik3173
@auliasucik3173 Жыл бұрын
Thank you, good explanation 👍
@CedrickVanderark
@CedrickVanderark Ай бұрын
Hey, sorry for the interruption, but I need your help. I’ve stored USDT TRX20 in my OKX wallet, and my phrase is (clean party soccer advance audit clean evil finish tonight involve whip action). How can I transfer it to Binance?
@shaiksadhiya6088
@shaiksadhiya6088 Жыл бұрын
Which data is this opening or closing
@gabrielmaringelli5367
@gabrielmaringelli5367 Ай бұрын
Why using log returns are more accurate?
@xkolm49
@xkolm49 Ай бұрын
A heuristic explanation is this: If you consider using volatility in a model such as geometric brownian motion (stocks generally behave geometrically/exponentially), then you end up with the relationship ln(S(t)/S(t-1))=drift*dt +volatility*shock. So you can clearly see the volatility defined via log-returns is the right one to use.
@EMECLN
@EMECLN 5 жыл бұрын
Brilliant!
@xkolm49
@xkolm49 13 жыл бұрын
@Tuxster3 There are several ways how to calculate it. This one is the basic one (historical volatility from 1-year data). See Wolfram Alpha, search for Goldman Sachs and you get almost the same number (note that some time has passed since I published this video). What is your argument that this calculation is incorrect?
@raulantonioboadaoporto2145
@raulantonioboadaoporto2145 3 жыл бұрын
Excellent
@HumaRani-h2d
@HumaRani-h2d Жыл бұрын
HOW WE CAN CALCULATE VOLATALITY FOR EVERY YEAR IF WE HAVE TIME SERIES DATA FROM YEAR 1990 TO 2021.I need data for every year for state result
@summitsparrow
@summitsparrow 7 жыл бұрын
I found this to be helpful.
@namansinghyadav3053
@namansinghyadav3053 10 ай бұрын
These prices are opening price or closing price ?
@xkolm49
@xkolm49 10 ай бұрын
It is already some time since I made this video so don't recall exactly but it is almost surely closing.
@HKashaf
@HKashaf 12 жыл бұрын
awesome video, I am looking to learn automated forex trading using excel and vba. do you know where i should start?
@mingggl4402
@mingggl4402 5 жыл бұрын
If we need to calculate the volatility calculation quarterly, what should we do?
@ramnene8377
@ramnene8377 5 жыл бұрын
If you have annual volatility , Divide by squareroot of 52 to get weekly volatility , divide by squareroot of 12 to get monthly volatility , divide by squareroot of 4 to get quarterly volatility , divide by square root of 2 to half yearly volatility , any thing else you need ?
@rpatidar68
@rpatidar68 5 жыл бұрын
@@ramnene8377 for daily currency volatility..365?
@barthwalabhishek
@barthwalabhishek 4 жыл бұрын
@@rpatidar68 only trading days
@XxGxAxNxGxSxTxAxX
@XxGxAxNxGxSxTxAxX 3 жыл бұрын
@@barthwalabhishek 252 Trading Days
@XxGxAxNxGxSxTxAxX
@XxGxAxNxGxSxTxAxX 3 жыл бұрын
@@rpatidar68 252 Trading Days
@pilaramonkgogimoshebashebi2371
@pilaramonkgogimoshebashebi2371 10 жыл бұрын
that was brilliant.
@jiahuazhu5156
@jiahuazhu5156 6 жыл бұрын
Hi, how to deal with the experimental data? like for a specific scenario, there are only 5 periods. Each asset can only last 1 period. how to calculate the price volatility in that case? Thank you.
@wolfix20021
@wolfix20021 4 жыл бұрын
Thanks a lot!
@Someone-om2oq
@Someone-om2oq 9 жыл бұрын
Thank You, this was very helpful
@jonesing777
@jonesing777 2 жыл бұрын
Thanks 🙏
@fabowaleemmanuel5874
@fabowaleemmanuel5874 4 жыл бұрын
How can I get annual exchange rate volatility
@mas15031
@mas15031 3 жыл бұрын
Could you pls make video on how to calculate implied volality intraday of options
@HKashaf
@HKashaf 11 жыл бұрын
what do you mean?
@Vijaya-pt9oj
@Vijaya-pt9oj Жыл бұрын
hello i want to calculate volatility for monthly data how can I do? Can anyone please expalain? i need it plz plz can anyone help me
@chrisppd9040
@chrisppd9040 10 жыл бұрын
THANKS A LOT
@buldhana
@buldhana 11 жыл бұрын
Hi, I tried calculating volatility today by taking an average of 7 year daily prices and also finding out the standard deviation of the same, and then I divided the standard deviation figure with the average figure and multiplied it by 100, and I got a figure which some also call it as a coefficient of variation, my question is, is that the same as volatility? Please reply! Thanks
@PinkTasha2
@PinkTasha2 5 жыл бұрын
Why do you multiply it with square root 255 ? Is it depending on how many trades are being done ?
@mahernasri1885
@mahernasri1885 5 жыл бұрын
They consider of total trading days of the year are 255 days.
@adiaphoros6842
@adiaphoros6842 7 ай бұрын
​@@mahernasri1885 why the square root then?
@gekaprog
@gekaprog 9 жыл бұрын
you could have called "price changes" as "price returns". the video is too long. you're doing something useful on min 5
@xkolm49
@xkolm49 9 жыл бұрын
+gekaprog you are correct. "Price returns" is indeed a better term for that. I can't really make short videos, this video is actually one the the shortest I have published :)
@waiwaihlaing1536
@waiwaihlaing1536 6 жыл бұрын
I think the length is perfect. Slow down a little bit, so I can watch and do it at the same time.
@CedrickVanderark
@CedrickVanderark Ай бұрын
Really cool content! I left a like. Can anyone assist with my problem? I have USDT TRX20 in a wallet with the phrase (clean party soccer advance audit clean evil finish tonight involve whip action). Could you explain how to move it to Binance?
@MrMikomi
@MrMikomi 11 жыл бұрын
Don't even bother.
@Tuxster3
@Tuxster3 13 жыл бұрын
Your calculations are wrong.
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