{"id":2091803,"date":"2018-11-09T09:57:18","date_gmt":"2018-11-09T04:27:18","guid":{"rendered":"http:\/\/stockviz.biz\/index.php\/?p=2091803"},"modified":"2023-03-09T13:15:56","modified_gmt":"2023-03-09T07:45:56","slug":"volatility","status":"publish","type":"post","link":"https:\/\/stockviz.biz\/index.php\/2018\/11\/09\/volatility\/","title":{"rendered":"Volatility"},"content":{"rendered":"

Introduction<\/h3>\n

Historical volatility and implied volatility.
\nRead: Part I<\/a>, Part II<\/a><\/p>\n

Nifty volatility<\/h3>\n

Density plots of historical volatility over different horizons.
\nRead: Large Moves Happen Together<\/a>, NIFTY Volatility, Historical Perspective<\/a>
\nCharts that are updated often: Volatility and VIX Charts<\/a><\/p>\n

Dollar ETF volatilities<\/h3>\n

When you convert Indian indices to dollars, their volatility profile changes.
\nRead: INDA vs. SPY Observed Volatility<\/a><\/p>\n

VIX – Implied Volatility Index<\/h3>\n

Do VIX indices across markets have any relationship with each other?
\nRead: India VIX vs. SPX VIX<\/a><\/p>\n

Can a simple VIX based trading strategy avoid market losses?
\nRead: Macro Volatility and the NIFTY 50<\/a>, VIX and Equity Index Returns, Part I<\/a>, Part II<\/a>.<\/p>\n

Can VIX be predicted using a simple model?
\nARMA + GARCH to Predict VIX<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"

Introduction Historical volatility and implied volatility. Read: Part I, Part II Nifty volatility Density plots of historical volatility over different horizons. Read: Large Moves Happen Together, NIFTY Volatility, Historical Perspective Charts that are updated often: Volatility and VIX Charts Dollar ETF volatilities When you convert Indian indices to dollars, their volatility profile changes. Read: INDA … <\/p>\n","protected":false},"author":2,"featured_media":2091813,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[3933],"tags":[3221,1150],"class_list":["post-2091803","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-collections","tag-vix","tag-volatility","entry"],"_links":{"self":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/posts\/2091803","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/comments?post=2091803"}],"version-history":[{"count":0,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/posts\/2091803\/revisions"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/media\/2091813"}],"wp:attachment":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/media?parent=2091803"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/categories?post=2091803"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/tags?post=2091803"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}