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Volatility Views 19: A Better Way to Measure Volatility? episode artwork

EPISODE · Aug 22, 2011 · 1H 1M

Volatility Views 19: A Better Way to Measure Volatility?

from Volatility Views

Volatility Review: Volatility contracts have calmed a little - a surprise given what the recent history for the previous contacts has been. A rundown of the weekly VIX, Euro VolContracts, and the equity markets. Plus Mark Sebastian gives his volatility review. Volatility Viewpoints: Special guest Euan Sinclair author of several books including "Option Trading" and "Volatility Trading" and risk manager at Blue Fin Trading discusses measuring volatility. Euan's concept of barrier method or first exit time method vs. the standard close-to-close method.Crystal Ball: An outlook on the Euro vol; Mark Sebastian looks into the crystal ball for the coming week.

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Volatility Views 19: A Better Way to Measure Volatility?

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How long is this episode of Volatility Views?

This episode is 1 hour and 1 minute long.

When was this Volatility Views episode published?

This episode was published on August 22, 2011.

What is this episode about?

Volatility Review: Volatility contracts have calmed a little - a surprise given what the recent history for the previous contacts has been. A rundown of the weekly VIX, Euro VolContracts, and the equity markets. Plus Mark Sebastian gives his...

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