Comments on: How to Estimate Future Volatility of a Stock Like The Pros http://israelispeculator.com/blog/estimating-future-volatility-of-a-stock-like-the-pros/ Fri, 21 Nov 2008 10:09:22 +0000 http://wordpress.org/?v=2.2 By: Isreli speculant http://israelispeculator.com/blog/estimating-future-volatility-of-a-stock-like-the-pros/#comment-2389 Isreli speculant Thu, 28 Jun 2007 17:46:56 +0000 http://israelispeculator.com/blog/estimating-future-volatility-of-a-stock-like-the-pros/#comment-2389 Yes.. I didn't write ln on purpose because I thought some people might not know what it is..Most of the people when they see log they assume it's ln :) But you are right.. the meanin is for the natural log. Yes.. I didn’t write ln on purpose because I thought some people might not know what it is..Most of the people when they see log they assume it’s ln :) But you are right.. the meanin is for the natural log.

]]> By: Tyson http://israelispeculator.com/blog/estimating-future-volatility-of-a-stock-like-the-pros/#comment-2387 Tyson Thu, 28 Jun 2007 16:01:43 +0000 http://israelispeculator.com/blog/estimating-future-volatility-of-a-stock-like-the-pros/#comment-2387 I love reading your blog, it is a great help to my learning process. I was just trying to work through the about calculations, and I noticed a typo? the log (dayi/dayi-1) should perhaps read ln instead of log I love reading your blog, it is a great help to my learning process. I was just trying to work through the about calculations, and I noticed a typo? the log (dayi/dayi-1) should perhaps read ln instead of log

]]> By: Option Trading - Israeli Speculator The Volatility Smile at http://israelispeculator.com/blog/estimating-future-volatility-of-a-stock-like-the-pros/#comment-1552 Option Trading - Israeli Speculator The Volatility Smile at Sun, 03 Jun 2007 17:31:02 +0000 http://israelispeculator.com/blog/estimating-future-volatility-of-a-stock-like-the-pros/#comment-1552 [...] only parameter we need to plug in the formula that is not easily observed from the market. Is it historical volatility we put in the formula? or is it some assumption we have towards the market. We can also tackle the [...] […] only parameter we need to plug in the formula that is not easily observed from the market. Is it historical volatility we put in the formula? or is it some assumption we have towards the market. We can also tackle the […]

]]> By: Option Trading - Israeli Speculator How To Estimate Volatility - Importance For The Option Trader - Part I at http://israelispeculator.com/blog/estimating-future-volatility-of-a-stock-like-the-pros/#comment-1475 Option Trading - Israeli Speculator How To Estimate Volatility - Importance For The Option Trader - Part I at Mon, 28 May 2007 19:02:17 +0000 http://israelispeculator.com/blog/estimating-future-volatility-of-a-stock-like-the-pros/#comment-1475 [...] you take a look at the last post when we estimated volatility, we needed to take a sample of each day/week/month we wanted to estimate. The Parkinson method [...] […] you take a look at the last post when we estimated volatility, we needed to take a sample of each day/week/month we wanted to estimate. The Parkinson method […]

]]> By: Tim Kennedy http://israelispeculator.com/blog/estimating-future-volatility-of-a-stock-like-the-pros/#comment-409 Tim Kennedy Fri, 13 Apr 2007 13:53:51 +0000 http://israelispeculator.com/blog/estimating-future-volatility-of-a-stock-like-the-pros/#comment-409 Great blog. I enjoy all the posts. It would be nice if you were to elaborate on the "10 mistakes I make" and offer a more proper method. Thanks again. TimK Great blog.

I enjoy all the posts.

It would be nice if you were to elaborate on the “10 mistakes I make” and offer a more proper method.

Thanks again.
TimK

]]> By: Black & Scholes For Dummies - How To Do It Manually And With Excel » IsraeliSpeculator.com http://israelispeculator.com/blog/estimating-future-volatility-of-a-stock-like-the-pros/#comment-250 Black & Scholes For Dummies - How To Do It Manually And With Excel » IsraeliSpeculator.com Tue, 03 Apr 2007 11:03:41 +0000 http://israelispeculator.com/blog/estimating-future-volatility-of-a-stock-like-the-pros/#comment-250 [...] of stock, = future volatility of the stock. All these can be taken from the market, except for future volatility which needs to be [...] […] of stock, = future volatility of the stock. All these can be taken from the market, except for future volatility which needs to be […]

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