Has anyone used this tool, from deutche börse (https://www.mds.deutsche-boerse.com/mds-en/data-services/analytics/intraday-volatility-forecast)?
Eurex Intraday Volatility Forecast
- Thread starter ssp729
- Start date
Many different versions of the same thing.
The "Value-Added" here is of two parts:
1) they're going to plot the 'when' of forecasted market-moving events right on the chart, and
2) they're going to add their estimate of events' vol impact.
Technically, "no great shakes," but the value-added part? Right from deutsche-boerse.com? Yeah -- could be worth it, easily. (First-blush impression....) But a non-exhaustive search did not reveal any pricing.
I have used it, sold options outside the cone when set to two standard deviations. They are calculating historic volatility and then projecting a two standard deviation or whatever projection into the future.
Yes, no info about priceMany different versions of the same thing.
The "Value-Added" here is of two parts:
1) they're going to plot the 'when' of forecasted market-moving events right on the chart, and
2) they're going to add their estimate of events' vol impact.
Technically, "no great shakes," but the value-added part? Right from deutsche-boerse.com? Yeah -- could be worth it, easily. (First-blush impression....) But a non-exhaustive search did not reveal any pricing.
Is it worth? If a black swam event happens, still worth?
it is not infallible but it is a 94.3% chance and you can buy a one tick option as hedge e.g credit spread
Interesting... I will see then... In terms of rentability per year, how much do you do?
What do you mean?