Hedgeye CEO Keith McCullough responds to a subscriber’s question on how he uses the volatility of volatility in his model.
In addition, a higher IV suggests the market expects wider price swings, which could be the time to sell options if you believe the market is overestimating future volatility. Assess the Risk-Reward Ratios You can use options chains to calculate potential profits and losses for different strategie...
Moreover, you can use longer timeframes to reduce noise impact. Market Conditions Bearish patterns may be less reliable in volatile markets. Adapt strategy based on market conditions to overcome this. Also, utilise wider stop-loss levels for volatility. Pattern Variability Differentiating valid and...
Read More: How to Calculate Implied Volatility in Excel Step 3 – Calculate the Standard Deviation Select a cell and apply the following formula in that cell. =STDEV.S(D5:D21) D5:D21 is the range of numbers of log-returns. Hit Enter. Step 4 – Get the Annual Historical Volatility ...
Alternative investments offer several advantages over traditional assets that can lead to a well-diversified portfolio. A key distinction alternative investments have is how different they are fromstock and bond returns. Diversification for Lower Volatility ...
"If rates are high, not only is the time value of that future growth worth less, but an unprofitable company needs to either sell more of their business by issuing stock or take on more debt to keep the business running until the business can sustain itself from profits alone," he says...
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Figure 1: RETAIL AND ECONOMIC VOLATILITY. In the 10-year period from 2013 to 2023, the S&P Retail SPDR ETF (XRT, candlestick chart) saw periods of stagnation and underperformance versus the broad-based S&P 500 Index (SPX, blue line) before and after the COVID-19 pandemic. They were parti...
Volatility index ETFs don’t reflect the current VIX index price (which, again, is a measure of volatility expectations based on SPX options set to expire in the next month). Instead, a volatility index ETF reflects the implied volatility of the options that will make up the “30-day matur...
Defensive stocks: These are in industries that tend to do well even during economic downturns, such as utilities, healthcare, and consumer goods. They will give you a buffer against market volatility as you start. ETFs: Traded like stocks, these track market indexes like the S&P 500, and of...