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Ebooks / Volatility / Chapter 4 of 8

Volatility: Moving Average Approaches

⚠️Risk ManagementAugust 16, 2012 · 1 min read

Within stochastic volatility, moving average is the simplest approach. It simply calculates volatility as the unweighted standard deviation of a window of X trading days. This video demonstrates three “flavors:” population variance (volatility = SQRT[variance]), sample, and simple.

This video is developed by David from Bionic Turtle.