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Strategies & Market Trends : Options 201: Beyond Obi-Wan-Kenobe -- Ignore unavailable to you. Want to Upgrade?

To: OX who wrote (763)2/23/2003 7:08:43 PM
From: tyc:>  Read Replies (1) | Respond to of 1064
 
No, I have no reference. It was my own idea. The BB's calculate sd. Using 2sd 50 day BB gives what I call the "50day volatility". In this instance the 2sd upper band is ~10% above the 50 day MA, so "50 day volatility" is ~10%. All that remains is to annualise it by multiplying by 2.245.

Very simplistic, but I think it's correct too ! It is certainly useful.

(I corrected my "trading days in year" error in a later posting. VBG :>)


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