Options traders routinely compare present to past levels of Implicit Volatility (IV), sometimes relative to other underlyings. The assumption here is that the IV tends to mean revert to its moving average, or maybe that IV spread between similar underlyings will.
The same goes with the implicit versus realized volatility spreads.
And what if options are agressively bought on a maturity? Does it signal a volatility shift?
All these assumptions make sense but they are not challenged often enough.
One reason for that is the tricky nature of volatility. Are we talking about fixed strike or at the money vol? Sliding or fixed maturity?...
Another is the difficulty to stationarize data as so much depends on which volatility regime we're in.
Canari.dev does all the heavy lifting for you and provides AI generated and backtested previsional indicators on the volatility.
It also provides users with the context and specific dynamics which led to the alert being raised.
Company Details
- Employees
- 2
- Founded
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- Industry
- Financial Services
- NAICS
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Finance and InsuranceMonetary Authorities-Central Bank
- Website
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Canari.dev Questions
Canari.Dev's website is http://canari.dev
Canari.Dev's LinkedIn profile is https://www.linkedin.com/company/canari-dev
Canari.Dev has
2 employees.
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employees at Canari.Dev.
Canari.Dev's industry is
Financial Services
Canari.Dev's top competitors are
Quantstars,
Morpheus Crypto Trading,
Denarius Fund,
Diginove,
Cilinix Crypto,
Counterpoint B.v.,
Tulip Funds,
Ekorse,
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Cryptodash.io.
Canari.Dev's categories are Financial Services
Canari.Dev's founding year is 2021
