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Strategies & Market Trends : LastShadow's Position Trading -- Ignore unavailable to you. Want to Upgrade?


To: AlienTech who wrote (4977)12/26/1998 12:40:00 PM
From: jjs_ynot  Read Replies (1) | Respond to of 43080
 
Over what period is Beta typically computed from the implied volatility VIX?

Also, Beta is supposed represent the amount of movement for a stock vs. a change of a benchmark (SP 500) and thus it seems that a correlation coefficient enters into the process somewhere, whereas VIX is uncorrelated.



To: AlienTech who wrote (4977)12/26/1998 1:36:00 PM
From: tom pope  Read Replies (1) | Respond to of 43080
 
Volatility for individual stocks:

Does this help?

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