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--- en:volatility_index_comparison [2016/08/31 09:30]
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+++ en:volatility_index_comparison [2017/08/25 15:57] (versione attuale)
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 =====Volatility Index Comparison=====
-This tool allow to compare the historical graph of two assets. The two time series are normalized for a better view. For both titles is displayied the corresponding Volatility Index.\\
+The Volatility Index which are in Iceberg is calculated with a proprietary algorithm that tends to absorb quickly the outliers, the spike in implied volatility on all or portions of options that make the measurement.\\
-Four charts are shown, each one can be selected or deselected by clicking on the name at the top.
+\\
+This calculated is necessarily different from the volatility indexes that are quoted on the market or calculated by other software.\\
+We wanted to move forward and, beyond the final issue, what we were interested in was having a set of calculations that would allow us more efficient evaluations.\\
+\\
+We extended to all traded instruments and you can find it on the stocks, currencies, and futures on bonds.
+\\
 {{ :iv_comparison.png?direct&800 |}}
-The known Volatility index inform when volatity goes up or down, conversely  the volatility index built in Iceberg show whether is priced an up trend or a down trend!  \\
+This tool allow to compare the historical graph of two assets. The two time series are normalized for a better view. For both titles is displayied the corresponding Volatility Index.\\
-This is more and more useful than the standard index! \\
+Four charts are shown, each one can be selected or deselected by clicking on the name at the top.
-For example if we put the crosshair on 10/11/2015, the index price a probably down trend. After we see that it happen! \\
-\\
-If the index is above the zero it prices a down trend while the index is below the zero it prices an uptrend.
-The Iceberg's volatility index is an interpolation of implied volatility but it are not the midpoint of weighted volatility. It is different from VIX or VDAX o VSTOXX. It reflect the trend priced by Market Maker\\
-\\
-For example during fall in volatility, the index can rise, this is due to the fact that the "conviction" of an uptrend is decreasing
-\\
-The value expressed by classic index can be obtained through the mean of the implied volatility of the three option  "approximately" ATM measured on the three-month expire.
-\\
-If the underlying is at 103 and the strikes have step 5 you take the implied of : 100, 105, 110
-If the underlying is at 102 and the strikes have step 5 you take the implied of : 95, 100, 105
 \\
-**The Volatility Index in Iceberg is unique and it is under patent request.**
+With this analysis, the user will clearly see the differences between the Volatility Index of selected securities, knowing that the options are sold with high volatility and eventually are bought at low volatility.
 \\

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