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Weekly market report

Wall st delivered a mixed bag of news with VIX, VNKY, and VSTOXX and their underlying markets almost unchanged. VXD - volatility index based...

  • Some New Developments In Volatility Calculations
    If you're working with daily data (without access to intraday data) and need to calculate volatility, then using close-to-close squared ...
  • Simple Trick to Convert Volatility
    As I am sure all of you know Russia has began a full scale war against my home country Ukraine. Please make no mistake - Putin's goal ...
  • DBCVIX Index
    Deutsche Bank Currency Volatility Index was developed to provide an implied volatility benchmark for major currency markets. The index is d...