Explain actual volatility with desmond fitzgerald calls
Explain actual volatility with desmond fitzgerald calls.
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Actual volatility is a measure of the amount of randomness in a financial quantity at any point in time. This is Desmond Fitzgerald calls to the ‘bouncy, bouncy.’ This is difficult to measure, and still harder to forecast but this is one of the important inputs in option-pricing models.
How is Information Ratio calculated?
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