Don Fishback has a closer look at the directional implications of the downside skew and concludes it doesn't really mean a lot.
Adam Warner makes substantively the same points as me and takes a swing at Bloomberg clichés, but is also skeptical of any directional signals.
Looks as if Bloomberg has been pwned by the blogosphere on this occasion.
5 comments:
lmao, guess we all pretty much picked up on the same things. I liked your take better than mine.
Wayne,
Can you calculate, or find the Historical volatility of AUY
I have it calculated @ 89.2% but would like a check on my calculation.
jog on
duc
Duc,
We are talking Yamana Gold?
I've got 20 day HV @ 60.70% and 30 day @ 53.4%
Wayne,
That's the one.
My figure was for 1 year, so that sounds about right.
Ta.
jog on
duc
Wayne,
That's the one.
My figure was for 1 year, so that sounds about right.
Ta.
jog on
duc
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