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Volatility arbitrage

In finance, volatility arbitrage (vol arb) is a term for financial arbitrage techniques directly dependent and based on volatility.

Overview & Forecast volatility

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Overview

16 related topics

Forecast volatility

1 related topics

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Overview

Forecast volatility

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Map overview Semantic statistics

Volatility arbitrage

Nodes20
Edges19
Triples23
Avg. degree1.9
Density0.1
Components1

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Volatility arbitrage

Top relations

related to overview · 10
Volatility arbitrage → Because, Even, If, It, Long Term Capital Management, So, Therefore, This, To, Volatility
related to Forecast volatility · 8
Volatility arbitrage → For, In, Leushuis, Petkov, The, This, To, US
related to Mechanism · 4
Volatility arbitrage → Armed, In, Over, The

Important terminology Word statistics

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Important terminology

volatility option implied trader arbitrage price underlying forecast underlying's future realized portfolio option's market trading long call neutral rather options

Entity relationships Subject–Predicate–Object triples

SubjectPredicateObjectConfidenceSrc
252 daysinstance ofThis is typically done by computing the historical daily returns for the underlying for a given past sample0.80text
Volatility arbitragerelated to Forecast volatilityTo0.60section
Volatility arbitragerelated to Forecast volatilityThis0.60section
Volatility arbitragerelated to Forecast volatilityUS0.60section
Volatility arbitragerelated to Forecast volatilityThe0.60section
Volatility arbitragerelated to Forecast volatilityFor0.60section
Volatility arbitragerelated to Forecast volatilityIn0.60section
Volatility arbitragerelated to Forecast volatilityLeushuis0.60section
Volatility arbitragerelated to Forecast volatilityPetkov0.60section
Volatility arbitragerelated to MechanismArmed0.60section
Volatility arbitragerelated to MechanismIn0.60section
Volatility arbitragerelated to MechanismOver0.60section

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