Questions tagged [volatility]

For questions related to measurements of the range of returns for a given equity, bond, or market index.

7 questions with no upvoted or accepted answers
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Does the FFT of a price series hold any significance?

I'm just wondering whether spectral/frequency information (by means of a Fast Fourier Transform) about a stock's price series holds any significance in investment? My expectation is that it would ...
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816 views

Finding Uncorrelated Assets

I own a particular security. How can I find another security, which has uncorrelated or negatively correlated (anti correlated) returns with the one I already own? I would like both securities to ...
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39 views

Calculating volatility percentage for a given time period

I am looking at an EMEA liquidity report. One measure I am interested in is the volatility. The report includes a list of various indexes and the "Average Volatility " for a period of 5 days ...
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307 views

Are there speculative ETFs analogous to investment funds?

Are there ETFs that bundle up highly speculative investments with high risk/reward profiles? For instance, they might currently include Zambian, Nigerian, Brazilian and Venezuelan bonds; ...
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347 views

Hong Kong Dollar Options

I would like to bet on a de-pegging of the Hong Kong Dollar from the USD. Even though the volatility is perfect for an options trade, it seems hard to find any for the retail investor. Is anyone aware ...
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647 views

What are pros and cons of volatility trading over directional stock trading

Is it true or just my misconception that pro traders trade volatility while retail readers try to predict stock direction (unsuccessfully most of the time). What are the pros and cons of trading ...
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169 views

How to consider the effect of margin call risk in a gamma scalping strategy

I am trying to tippy toe into volatility trading and volatility strategies. So I was reading Sheldon Natenberg where he starts off with a portfolio of long ATM call and short 50 shares of stock to ...