Alex F.'s Comments RSS Syndication from SeekingAlpha.com http://seekingalpha.comuser/286373/comments http://seekingalpha.com/article/178464-adapting-annualized-volatility?source=feed#comment-809927 809927

On Dec 17 06:40 AM American in Paris wrote:

> Since volatility is not normally distributed, it is a mistake to
> use standard deviation as the measure.]]> Thu, 17 Dec 2009 07:37:09 -0500

On Dec 17 06:40 AM American in Paris wrote:

> Since volatility is not normally distributed, it is a mistake to
> use standard deviation as the measure.]]> http://seekingalpha.com/article/178464-adapting-annualized-volatility?source=feed#comment-809715 809715
Looking at it another way, your 7.11% weekly volatility number doesn't make sense when you consider that the annual is 15.63%. So the underlying moves 7.11% in a week, but only 15.63% in a year!?]]> Thu, 17 Dec 2009 03:27:03 -0500
Looking at it another way, your 7.11% weekly volatility number doesn't make sense when you consider that the annual is 15.63%. So the underlying moves 7.11% in a week, but only 15.63% in a year!?]]> http://seekingalpha.com/article/175257-selling-theta-five-option-write-ideas-for-a-closed-market?source=feed#comment-782310 782310 Mon, 30 Nov 2009 03:49:57 -0500 http://seekingalpha.com/article/143613-reporters-fail-to-distinguish-between-speculators-and-hedgers-in-option-trades?source=feed#comment-551666 551666
What's your opinion on the put/call ratio then in this context?]]> Thu, 18 Jun 2009 08:17:20 -0400
What's your opinion on the put/call ratio then in this context?]]> http://seekingalpha.com/article/142711-does-rsx-still-have-room-to-run?source=feed#comment-543452 543452

On Jun 11 04:44 PM IronCity wrote:

> Sorry, I have a concern: Are the ETNs and ETFs really sure? Can you
> lose money if the issuer fails? Is there any case of failure?
> Thanks.]]> Fri, 12 Jun 2009 03:58:55 -0400

On Jun 11 04:44 PM IronCity wrote:

> Sorry, I have a concern: Are the ETNs and ETFs really sure? Can you
> lose money if the issuer fails? Is there any case of failure?
> Thanks.]]> http://seekingalpha.com/article/142368-vix-premium-ratio-finally-perks-up?source=feed#comment-541682 541682
Implied volatility is a measure of expected volatility over the next month.

Realized volatility is a measure of realized volatility over the previous month.

So today's realized volatility value corresponds to the implied volatility one month ago. Therefore, you should lag the realized volatility and not implied.]]> Thu, 11 Jun 2009 03:39:29 -0400
Implied volatility is a measure of expected volatility over the next month.

Realized volatility is a measure of realized volatility over the previous month.

So today's realized volatility value corresponds to the implied volatility one month ago. Therefore, you should lag the realized volatility and not implied.]]> http://seekingalpha.com/article/141609-will-hedge-strategy-etfs-replace-hedge-funds?source=feed#comment-536695 536695 Mon, 08 Jun 2009 04:29:29 -0400 http://seekingalpha.com/article/133826-visa-earnings-play-option-straddle-vs-option-strangle?source=feed#comment-483588 483588 Thu, 30 Apr 2009 03:13:32 -0400 http://seekingalpha.com/article/111840-get-on-base-with-spy-covered-calls?source=feed#comment-336376 336376 Tue, 23 Dec 2008 04:46:26 -0500 http://seekingalpha.com/article/102035-is-this-bud-for-you-a-volatility-opportunity?source=feed#comment-291330 291330 Mon, 27 Oct 2008 08:46:15 -0400 http://seekingalpha.com/article/101958-a-way-to-play-the-inbev-and-anheuser-busch-takeover?source=feed#comment-291251 291251
Buying a stock and a put is nothing more than buying a call - synthetics 101, so it is not more conservative, it's the same thing.
]]> Mon, 27 Oct 2008 04:16:01 -0400
Buying a stock and a put is nothing more than buying a call - synthetics 101, so it is not more conservative, it's the same thing.
]]>