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@hftquant_

EX HEDGE FUND QUANT || financial math || systematic portfolios || reversion || quant || Discord trading: launchpass.com/roguetrader-seā€¦

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calendar_today18-03-2022 05:21:25

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@hftquant_

8 months ago

šŸ–„ļøšŸ©øThe CBOE SKEW index is calculated using $SPX options that measure tail riskā€”returns two or more standard deviations from the meanā€”in S&P 500 returns over the next 30 days. The primary difference between the $VIX and the SKEW is that the $VIX is based upon implied volatility

šŸ–„ļøšŸ©øThe CBOE SKEW index is calculated using $SPX options that measure tail riskā€”returns two or more standard deviations from the meanā€”in S&P 500 returns over the next 30 days. The primary difference between the $VIX and the SKEW is that the $VIX is based upon implied volatility