How to Calculate Volatility Using VWAP Price
VWAP Volatility Infinite Equity's new approach to calculating historical volatility is to use Volume Weighted Average Prices (VWAPs). The merits of using this approach can be found in our Research Brief, A New Way to...
A New Way to Estimate Volatility
VWAP Volatility. Developing volatility assumptions is a common practice in the financial community, where many sophisticated techniques have been developed that go beyond simply calculating volatilities based on historical stock prices. The Black-Scholes, Monte Carlo,...
Compliance Requirements for Changes to Volatility Methodologies
VWAP Volatility Infinite Equity is introducing innovative new thought leadership on the financial theory around determining historical volatility for purposes of ASC718. Introduced in the Research Brief, A New Way to Estimate Volatility, and published...
Closing Prices Have Fat Tails
VWAP Volatility Infinite Equity is introducing innovative new thought leadership on the financial theory around determining historical volatility for purposes of ASC718. Introduced in the Research Brief, A New Way to Estimate Historical Volatility, and...
