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Strategies & Market Trends : News Links and Chart Links

SPXL 213.39

-5.0%

Nov 13 4:00 PM EST

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To: Les H who wrote (1551)	3/2/2002 2:20:05 PM
From: OX	Read Replies (1) of 29596

fwiw, here's my guess... I do not think it's relevant that historic volatility jumped up on a rally based on 2 perspectives. (1) the HV calculation doesn't really care whether prices moved up or down, just that they move. and (2), HV takes into acct a specific timeframe, so adjust the timeframe and the calc turns out different (ie, numbers drop off the backend). which leads to my next post...

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