Options 201: Beyond Obi-Wan-Kenobe Message Board

STOCKTALK

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor. We ask that you disable ad blocking while on Silicon Investor in the best interests of our community. If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.

Strategies & Market Trends : Options 201: Beyond Obi-Wan-Kenobe

Public Reply Prvt Reply Mark as Last Read File

Previous 10 Next 10 Previous Next

To: tyc:> who wrote (738)	2/23/2003 3:47:36 PM
From: OX	Read Replies (2) of 1064

just stumbled onto your post tyke... intuitively it seems rather unlikely that 22% is the annualized HV given that in the past 50days, from simply eyeing the chart, your stock has traveled from 20-25 (roughly), which is in itself a 25% move. i think if u take the sqrt of the 50day volatility then *sqrt(252/50), you get an annualized HV much closer to reality. rather interesting using BB's as a basis for HV, can you cite a reference? and why not use 1sd vs 2sd (or 3sd)? McMillan's OSI has a good HV formula fwiw.

Report TOU Violation

Share This Post

Public Reply Prvt Reply Mark as Last Read File

Previous 10 Next 10 Previous Next