Sarala / Noomx
here's how that Vix calc works:-
Vix at 50 and S and P at 900
50% / sqrt (12) = 14.43%
14.43% * 900 = 129.9
900 - 129.9 = 730
900 + 129.9 = 1030
http://en.wikipedia.org/wiki/VIX
Thats the maths / stats behind the statement that there is a 68% chance of the S and P being between 730 and 1030.
(Note this statement assumes returns are normally distributed, a possibly dangerous assumption.)
- Forums
- ASX - By Stock
- XJO
- friday trading
friday trading, page-255
-
- There are more pages in this discussion • 7 more messages in this thread...
You’re viewing a single post only. To view the entire thread just sign in or Join Now (FREE)
Featured News
Add XJO (ASX) to my watchlist
(20min delay)
|
|||||
Last
8,181.4 |
Change
-24.000(0.29%) |
Mkt cap ! n/a |
Open | High | Low |
8,205.4 | 8,223.5 | 8,164.8 |
Featured News
XJO (ASX) Chart |