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.
lmao, guess we all pretty much picked up on the same things. I liked your take better than mine.
ReplyDeleteWayne,
ReplyDeleteCan 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,
ReplyDeleteWe are talking Yamana Gold?
I've got 20 day HV @ 60.70% and 30 day @ 53.4%
Wayne,
ReplyDeleteThat's the one.
My figure was for 1 year, so that sounds about right.
Ta.
jog on
duc
Wayne,
ReplyDeleteThat's the one.
My figure was for 1 year, so that sounds about right.
Ta.
jog on
duc