indicator

Dislocations Between Historical and Implied Volatility as an Indicators of Volatility Trades

Differences between historical realized volatility and option implied volatility has for long been known as a potential indicator for volatility mispricing. To our knowledge, the first well-known academic study on the topic was conducted by Goyal and Saretto in 2009 and published as the paper ‘Cross-section of Option Returns and Read more…

By BSIC, 8 years15 April 2018 ago

FCA: the price of ambition

On May 6th, Sergio Marchionne has announced an ambitious, probably unnecessarily bullish, five-year plan at the Chrysler division’s headquarters in Auburn Hills, near Detroit. Through this article, we are going to evaluate it and its impact on the stock price, from both the fundamental approach and the technical analysis methodology. Read more…

By BSIC, 12 years17 May 2014 ago

Dislocations Between Historical and Implied Volatility as an Indicators of Volatility Trades

FCA: the price of ambition

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