yup.. but check out the vol of vol $VVIX.. it hit 160.59 high which I think is the second all-time high for this product.
Remember, when it comes to irreal velocity moves, implieds rise.. vol of vol is pumped and the magnitude of movement is inceased. The entire structure of the market inverts...
Is this the largest, most vicious decline you've seen as a trader?
For me, yes it is. I started trading around 2010 right after the 08-09 calamity.
But these moves are insane. It makes me question whats going on in those black boxes in New Jersey.
Hey Rob, btw I tried signing up. Filled out the info and checked which courses I wanted, but for some reason every time I clicked the final button to sign up I get an error page and telling me the server has blocked my IP address? Not sure what’s up with that. Just thought I’d let you know.
not sure if I feel ominous.. I don’t feel a godamn thing lol
Like you’ve said many times before.. be reactionary.. if the market drops 100 basis points then adapt to that movement and so on
I cannot tell a lie, I was hoping you’d reply to this thread when I thought of it.
your post is very appreciated.
you answered my question but I more now.
you say things like “yangzhang” is my fav on a daily timeframe”
my whole thing is, how could I get my hands on GARCH vol models or...
Idk why some of you are trying to explain what volatility is... I didn’t ask for a definition lol I’m asking how do you model volatility (assuming you do), TBS and global get it
firstly by “vol” I’m speaking about volatility not volume. Regardless I completely disagree with your post. I use volume as a gauge in a few ways that help me construct trades.
This is a post I found in a very old thread... thought I’d post it here as it sort of answers my question.
“I do have one more comment regarding the practical applications of GARCH
First, in my opinion once a person understands how to use GARCH and can fit a model to existing returns, it is...
by “band” are you speaking of magnitude of price (vol)?
I’m not asking how price moves. Im asking how can a reTail trader trade vol with data other than major broker platforms?
the reason I’m asking is because I’ve seen traders claim thinkorswim vol numbers aren’t accurate?
thanks for the reply, but I’m asking how can I estimate the value of volatility using software other than thinkorswim?
or is thinkorswim sufficient enough? The reason I bring this up is because I’ve constantly read traders talking about all these models they use for vol, and I’ve heard others...
So im at this stage of my trading path where I’m familiar with the concepts of volatility. Yet I don’t know how to value it.
for example I see advanced traders always saying you need a “model” that can value etermine if it’s cheap/expensive.. okay, but the only way that I look/view/see vol is...
I agree with you.. kind of.
You may be correct, the animals movements appear to be random within the cage, but maybe we don't even need to really predict the animals movements exactly. Instead, we could quantify the cage dimensions, what the cage is made out of, and how the animal reacts to...