Volatility calculation in Excel

Volatility calculation in Excel

Marek Kolman

13 лет назад

131,668 Просмотров

Ссылки и html тэги не поддерживаются


Комментарии:

Vijaya
Vijaya - 18.06.2023 12:21

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

Ответить
Shaik Sadhiya
Shaik Sadhiya - 15.05.2023 18:34

Which data is this opening or closing

Ответить
Huma Rani
Huma Rani - 10.05.2023 11:50

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

Ответить
J J
J J - 09.02.2023 13:46

Thanks 🙏

Ответить
Newton Ochari Menyenya
Newton Ochari Menyenya - 15.05.2022 00:48

Great. Thanks so much. A Very Great Piece.

Ответить
Pradeep Kumar
Pradeep Kumar - 15.02.2022 00:07

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

Ответить
mas15031
mas15031 - 07.11.2021 09:30

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

Ответить
RAUL ANTONIO BOADA OPORTO
RAUL ANTONIO BOADA OPORTO - 04.08.2021 02:31

Excellent

Ответить
mikail başyiğit
mikail başyiğit - 13.11.2020 00:15

Thanks a lot!

Ответить
Fabowale Emmanuel
Fabowale Emmanuel - 25.05.2020 20:20

How can I get annual exchange rate volatility

Ответить
Dheeraj Makhija
Dheeraj Makhija - 29.01.2020 17:55

Brilliant!

Ответить
minggg L
minggg L - 19.04.2019 13:39

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

Ответить
vsgh
vsgh - 17.04.2019 10:18

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

Ответить
Jiahua Zhu
Jiahua Zhu - 26.09.2018 11:56

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.

Ответить
Summit Sparrow
Summit Sparrow - 01.03.2018 20:58

I found this to be helpful.

Ответить
gekaprog
gekaprog - 24.01.2016 00:22

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

Ответить
Some one
Some one - 03.09.2015 08:39

Thank You, this was very helpful

Ответить
chris ppd
chris ppd - 13.01.2015 02:32

THANKS A LOT

Ответить
Dr. Saad Alsunbul
Dr. Saad Alsunbul - 14.11.2014 05:35

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

Ответить
pilara monkgogi moshebashebi
pilara monkgogi moshebashebi - 04.11.2014 03:11

that was brilliant.

Ответить
buldhana
buldhana - 10.05.2013 18:26

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

Ответить
MrMikomi
MrMikomi - 26.04.2013 00:17

What I'm saying is, don't even bother, because trading profitably is very, very hard, and very, very time-consuming. For most people, the effort required isn't worth the reward, because their "pot" is so small. Building a system that "auto-trades" profitably, is the holy grail. If Goldman Sachs haven't managed it, with legions of PhD computing and maths graduates working for them, your chances of managing it are pretty sliim. By all means go ahead and try, but just beware: it is very hard.

Ответить
HKashaf
HKashaf - 25.04.2013 05:24

what do you mean?

Ответить
MrMikomi
MrMikomi - 25.04.2013 03:27

Don't even bother.

Ответить
HKashaf
HKashaf - 04.02.2013 08:19

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

Ответить
Marek Kolman
Marek Kolman - 13.09.2011 08:21

@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?

Ответить
Dana Jackson
Dana Jackson - 13.09.2011 06:36

Your calculations are wrong.

Ответить