//
archives

Options

This category contains 1 post

Volatility Cones - A Secret Weapon in Options Trading?

This post was originally published here Taking inspiration from this old paper published by the Montreal Exchange, Below is a simple model to demonstrate how you can calculate volatility cones in Python. Volatility cones can be used to forecast volatility over different time horizons, the idea being that when implied volatility on an option is … Continue reading »