How to Calculate Realized & Implied Volatility and Why it's Important - Christopher Quill

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Quantitative analyst Christopher Quill discusses the importance of understanding volatility, and shows how to calculate both realized and implied volatility values for yourself.

|| Filmed at the ITPM New York Super Conference, September 2016 ||

[talalkhan]

I remember when Anton was giving interview to him and said " volatility creates opportunity and opportunity creates money" and look at him today. made it so far. Importance of proper education and good mentors.

[Gili]

Wow, my business statistics class was so valuable. I knew, when I learned about mathematicians utilizing 'charts' and 'algorithms' to help them decide where to put their money, that the answer was in Mathematics.

[venky]

great presentation. It sums up a lot of my learning over years, done on my own, in just under 1 hour. well done. Ive learned a thing or two new too about options.
Kudos Chris.great work.

[Dolby]

The best of YouTube. Thanks for sharing this kind of content. I will purchase your education.

[mknight]

At any financial instrument, understanding and predicting volatility is a reason enough to consider this. Cant believe I am blessed to receive this for free

[MrRothe]

Wish my Investment Analysis prof. would explain it this simple, hah! Appreciate the quality content :)

[hssu]

Are you kidding me??? GOLD. So nice of you guys to share so much valuable info for FREE 😀

[antonymucendu]

Great information and examples thanks itpm

[IamDoubleP]

Thank you ITPM
I sent a message on the website, really looking forward to learning this!

[davidrhysroberts]

Wow what a presentation. Great content ITPM.

[MillionHiers]

Wow great stuff, this is high level instruction, I sent a message to get the handout I’ll let guys know if I get it! Thanks for the video!

[hellotrading]

What actions we can take based on greeks values ? Are there any channels that share that ?

[mafasmunaseer]

First of all I watch this video start to End .. This video 99% to Technical for me to understand but I will try to understand. I already Send Request for the SpreadSheet. once I got that SpreadSheet I am going to watch again try to understand. I do not know others but for me it too hard to understand. May Be I need to unlock some part of my brain.

[overcastfriday]

4:15 Option A has a higher probabilistic value. However, Option B is the better choice if the player is down to his last $100 and the game will be played only once or twice. He stands to lose "everything", as opposed to making an easy $25 x 2 and using that $50 to buy food for a week.

[ViniciusSilva-osbs]

Good Morning. Can I with this spreadsheet or on these sites find the standard deviation and calculate the Forex market volatility? If yes, how?

[tarakeshnc]

Are the option greeks calculated based on the (IV which is computed first and then greeks) OR option greeks calculated based on the historical volatility?

[TheKovosh]

Forgive me asking stupid question here. Dose each asset has its own time series of returns? am I right? So basically for each asset do we have a separate time series?

[MrFill]

Great!! There is no options data for Russian stocks!!! How do I calculate implied volatility then?

[spacejunky]

Does someone know where you can get the charts?

[JonathanSebastian]

May volatility slingshot me into new ath