"The Peculiarities of Volatility" by Dr Ernest Chan

Talk by Dr Ernest Chan, Managing Member, QTS Capital Management, LLC. From QuantCon NYC 2016.
Ernie will explore some interesting features of both realized and implied volatilities that are useful to traders. These include the term structure of volatility, simple methods of volatility prediction, and what volatility and its siblings can tell us about future returns.
The slides for this presentation can be found at www.slideshare.net/Quantopian....
To learn more about Quantopian, visit us at www.quantopian.com.
Disclaimer
Quantopian provides this presentation to help people write trading algorithms - it is not intended to provide investment advice.
More specifically, the material is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory or other services by Quantopian.
In addition, the content neither constitutes investment advice nor offers any opinion with respect to the suitability of any security or any specific investment. Quantopian makes no guarantees as to accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.

[@DeejayGabin]

At around 10:00, Dr. Chan said that this is difficult to make a strategy betting on the sign of volatility change, what about derivatives? It is a good tool I think, adapted to these types of trades

[@the2ndgem]

omg ZACH GALIFIANAKIS GIVING THE INTRO.

[@raymondphilip6232]

Who is that

[@siamgangte2826]

16:37 correction: I think he meant say the GARCH predicted realised vol and not IV