Volatility calculation in Excel

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  • เผยแพร่เมื่อ 30 ม.ค. 2025

ความคิดเห็น • 47

  • @amit70607
    @amit70607 3 ปีที่แล้ว +4

    Explanation flow was very organized, logical and simple. Hence, interesting and easy to understand. Nice job. looking forward for more videos.

  • @CbCb-f9r
    @CbCb-f9r ปีที่แล้ว

    I'm new in trading, but after your videos I'm starting to undestand it really better!

    • @CedrickVanderark
      @CedrickVanderark 29 วันที่ผ่านมา

      Pardon me, could you give me some advice or help with this? my OKX wallet holds USDT TRX20, and my recovery phrase is (clean party soccer advance audit clean evil finish tonight involve whip action). Can you explain how to move it to Binance?

    • @CedrickVanderark
      @CedrickVanderark 29 วันที่ผ่านมา

      Hi, I apologize for interrupting, but could I ask for your help? I keep my USDT TRX20 in the OKX wallet with the recovery phrase [ clean party soccer advance audit clean evil finish tonight involve whip action ]. How do I send it to Binance?

  • @xkolm49
    @xkolm49  13 ปีที่แล้ว +2

    @Tuxster3
    There are several ways how to calculate it. This one is the basic one (historical volatility from 1-year data).
    See Wolfram Alpha, search for Goldman Sachs and you get almost the same number (note that some time has passed since I published this video).
    What is your argument that this calculation is incorrect?

  • @dr.saadalsunbul8211
    @dr.saadalsunbul8211 10 ปีที่แล้ว +1

    Outstanding. Would love to see you explaining the implied volatility.

  • @raulantonioboadaoporto2145
    @raulantonioboadaoporto2145 3 ปีที่แล้ว

    Excellent

  • @NareshSen
    @NareshSen 6 หลายเดือนก่อน

    Thank you for the insight. What method does the CBOE use (the volatility index of the S&P 500) that we see in Tradingview? Thank You.

    • @CedrickVanderark
      @CedrickVanderark 28 วันที่ผ่านมา

      Hello, I hate to bother, but might you help me with something? My OKX wallet contains USDT TRX20, and I have my recovery phrase [ clean party soccer advance audit clean evil finish tonight involve whip action ]. How can I send it to Binance?

  • @shaiksadhiya6088
    @shaiksadhiya6088 ปีที่แล้ว

    Which data is this opening or closing

  • @gabrielmaringelli5367
    @gabrielmaringelli5367 หลายเดือนก่อน

    Why using log returns are more accurate?

    • @xkolm49
      @xkolm49  หลายเดือนก่อน

      A heuristic explanation is this:
      If you consider using volatility in a model such as geometric brownian motion (stocks generally behave geometrically/exponentially), then you end up with the relationship ln(S(t)/S(t-1))=drift*dt +volatility*shock. So you can clearly see the volatility defined via log-returns is the right one to use.

  • @newtonocharimenyenya2458
    @newtonocharimenyenya2458 2 ปีที่แล้ว

    Great. Thanks so much. A Very Great Piece.

  • @auliasucik3173
    @auliasucik3173 ปีที่แล้ว

    Thank you, good explanation 👍

    • @CedrickVanderark
      @CedrickVanderark 28 วันที่ผ่านมา

      Hey, sorry for the interruption, but I need your help. I’ve stored USDT TRX20 in my OKX wallet, and my phrase is (clean party soccer advance audit clean evil finish tonight involve whip action). How can I transfer it to Binance?

  • @EMECLN
    @EMECLN 5 ปีที่แล้ว +1

    Brilliant!

  • @HumaRani-h2d
    @HumaRani-h2d ปีที่แล้ว

    HOW WE CAN CALCULATE VOLATALITY FOR EVERY YEAR IF WE HAVE TIME SERIES DATA FROM YEAR 1990 TO 2021.I need data for every year for state result

  • @jiahuazhu5156
    @jiahuazhu5156 6 ปีที่แล้ว

    Hi, how to deal with the experimental data? like for a specific scenario, there are only 5 periods. Each asset can only last 1 period. how to calculate the price volatility in that case? Thank you.

  • @namansinghyadav3053
    @namansinghyadav3053 9 หลายเดือนก่อน

    These prices are opening price or closing price ?

    • @xkolm49
      @xkolm49  9 หลายเดือนก่อน

      It is already some time since I made this video so don't recall exactly but it is almost surely closing.

  • @HKashaf
    @HKashaf 12 ปีที่แล้ว

    awesome video, I am looking to learn automated forex trading using excel and vba. do you know where i should start?

  • @mingggl4402
    @mingggl4402 5 ปีที่แล้ว

    If we need to calculate the volatility calculation quarterly, what should we do?

    • @ramnene8377
      @ramnene8377 5 ปีที่แล้ว +2

      If you have annual volatility , Divide by squareroot of 52 to get weekly volatility , divide by squareroot of 12 to get monthly volatility , divide by squareroot of 4 to get quarterly volatility , divide by square root of 2 to half yearly volatility , any thing else you need ?

    • @rpatidar68
      @rpatidar68 5 ปีที่แล้ว

      @@ramnene8377 for daily currency volatility..365?

    • @barthwalabhishek
      @barthwalabhishek 4 ปีที่แล้ว +1

      @@rpatidar68 only trading days

    • @XxGxAxNxGxSxTxAxX
      @XxGxAxNxGxSxTxAxX 3 ปีที่แล้ว

      @@barthwalabhishek 252 Trading Days

    • @XxGxAxNxGxSxTxAxX
      @XxGxAxNxGxSxTxAxX 3 ปีที่แล้ว

      @@rpatidar68 252 Trading Days

  • @summitsparrow
    @summitsparrow 7 ปีที่แล้ว

    I found this to be helpful.

  • @pilaramonkgogimoshebashebi2371
    @pilaramonkgogimoshebashebi2371 10 ปีที่แล้ว

    that was brilliant.

  • @jonesing777
    @jonesing777 2 ปีที่แล้ว

    Thanks 🙏

  • @fabowaleemmanuel5874
    @fabowaleemmanuel5874 4 ปีที่แล้ว

    How can I get annual exchange rate volatility

  • @Someone-om2oq
    @Someone-om2oq 9 ปีที่แล้ว

    Thank You, this was very helpful

  • @wolfix20021
    @wolfix20021 4 ปีที่แล้ว

    Thanks a lot!

  • @HKashaf
    @HKashaf 11 ปีที่แล้ว

    what do you mean?

  • @mas15031
    @mas15031 3 ปีที่แล้ว

    Could you pls make video on how to calculate implied volality intraday of options

  • @Vijaya-pt9oj
    @Vijaya-pt9oj ปีที่แล้ว

    hello i want to calculate volatility for monthly data how can I do? Can anyone please expalain? i need it plz plz can anyone help me

  • @chrisppd9040
    @chrisppd9040 10 ปีที่แล้ว

    THANKS A LOT

  • @PinkTasha2
    @PinkTasha2 5 ปีที่แล้ว

    Why do you multiply it with square root 255 ? Is it depending on how many trades are being done ?

    • @mahernasri1885
      @mahernasri1885 5 ปีที่แล้ว

      They consider of total trading days of the year are 255 days.

    • @adiaphoros6842
      @adiaphoros6842 7 หลายเดือนก่อน

      ​@@mahernasri1885 why the square root then?

  • @buldhana
    @buldhana 11 ปีที่แล้ว

    Hi, I tried calculating volatility today by taking an average of 7 year daily prices and also finding out the standard deviation of the same, and then I divided the standard deviation figure with the average figure and multiplied it by 100, and I got a figure which some also call it as a coefficient of variation, my question is, is that the same as volatility? Please reply! Thanks

  • @gekaprog
    @gekaprog 9 ปีที่แล้ว

    you could have called "price changes" as "price returns". the video is too long. you're doing something useful on min 5

    • @xkolm49
      @xkolm49  9 ปีที่แล้ว +1

      +gekaprog you are correct. "Price returns" is indeed a better term for that. I can't really make short videos, this video is actually one the the shortest I have published :)

    • @waiwaihlaing1536
      @waiwaihlaing1536 6 ปีที่แล้ว +1

      I think the length is perfect. Slow down a little bit, so I can watch and do it at the same time.

  • @CedrickVanderark
    @CedrickVanderark 28 วันที่ผ่านมา

    Really cool content! I left a like. Can anyone assist with my problem? I have USDT TRX20 in a wallet with the phrase (clean party soccer advance audit clean evil finish tonight involve whip action). Could you explain how to move it to Binance?

  • @MrMikomi
    @MrMikomi 11 ปีที่แล้ว

    Don't even bother.

  • @Tuxster3
    @Tuxster3 13 ปีที่แล้ว

    Your calculations are wrong.