WTPI offers a rule-based, twice-monthly put writing strategy, balancing responsiveness and transaction costs for attractive ...

Since there are roughly 252 trading days in the year, you multiply the square root of 252 (15.9) by the daily volatility to get the annualized volatility. (We'll use monthly returns in the case ...

Notice that the longer the timeframe chosen, the lower the volatility compared to shorter more volatile periods. After the data is displayed, click on a pair to see its average daily volatility ...

By investing a set amount into the market on a monthly or even weekly basis with good data, you can create intentional growth that straddles the waves of volatility. A hub-and-spoke strategy may ...

which provides access to equity market volatility through CBOE Volatility Index futures and offers exposure to a daily rolling long position in the first and second-month VIX futures contracts.