Bitcoin's realized volatility has fallen to 17.2%, one of its lowest levels in recent months. Multiple Bitcoin analysts have ...

Two days ago, in The Rule of 16, the VIX at 40, I discussed the Rule of 16 in terms of translating the (annualized) VIX number into expectations for future daily realized volatility in the S&P 500 ...

Estimating the distribution of realized volatility is vital for formulating options trading strategies as well as for other portfolio risk management purposes. The main contribution of this paper is ...

A Redditor posted a screenshot to r/wallstreetbets last week with the title “Boring $4,000,000 gain with triple-leveraged ...

In this video, we explore the difference between implied and realized volatility, how the VIX reflects market expectations, and why the “rule of sixteen” helps translate volatility into daily price ...

Risk Disclosure: Trading in financial instruments and/or cryptocurrencies involves high risks including the risk of losing some, or all, of your investment amount, and may not be suitable for all ...

The VIX index was below 9 very briefly after last week's Federal Reserve announcement and has risen to a little over 10 right now - which actually seems expensive relative to realized volatility. I ...