By Wand Agency
Preview of Topic on Implied Volatility - structural differences between Implied Volatility and Historical Volatility and why it does not make sense to combine the two as cross-over studies.
Course details: http://www.homeoptionstrading.com/original_curriculum.html
Key issues to solve:
* Why reconciling Historical Volatility against Implied Volatility and looking for a HV-IV cross-over fails to be a consistent trading technique.
* Problem of re-simulating unique macro-economic parameters affecting the Historical Volatility in Asset Classes.
* Why a spread’s construction must forecast Implied Volatility specific to Calls (e.g. a Vertical Call), separate of Puts (e.g. a Vertical Put) and combined as Calls+Puts (e.g. an Iron Condor & a Calendar).