About this document
Is Predicting Vol Better Worth The Effort and Does The VIX Help? by Pablo Puga Fernández is a document available to read on EtoBox.
The blog discusses the effectiveness of predicting volatility (vol) in trading, specifically examining whether the effort spent on complex forecasting methods is justified. It compares various methods of estimating future vol, including simple historical averages and the VIX, and concludes that better predictions can lead to significant performance improvements. Ultimately, the author advocates for a balanced approach to vol forecasting that incorporates both simplicity and some advanced techniques.
- Author
- Pablo Puga Fernández
- Language
- EN