Questions tagged [volatility]

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

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Volatility cost of buying Vanguard ETFs before market open on e-trade

I am buying Vanguard ETFs on e-trade. For the purposes of this question, suppose I am buying VO (a multi-sector mid-cap fund). It is a popular symbol (share class total net assets: 51B). I typically ...
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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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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 ...
Victor123's user avatar
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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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General formula to understand standard deviation of a stock price over a time horizon?

A book that I'm reading (Paul Wilmott, Derivatives) states the following: The standard deviation of the stock price over this time horizon is $$ \sigma S = \sqrt(1/52) $$ where, the time horizon is ...
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Best place to keep savings for home down payment?

I'm currently saving for a first home down payment (in USA), but don't want to keep a large pile of money sitting in a low-yield savings account while I'm looking for the right home. I want to find a ...
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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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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 ...
Mathematica123's user avatar