Harel Jacobson
Dec 10, 2020

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Due to the very small sample I ran several random combination of crashes and optimized the standard deviation (so sample 1- was 2010,2019,2015, sample 2–2010,2014,2016). after running about 10 combinations the optimal distance came as 5 standard deviations across the different assets

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Harel Jacobson
Harel Jacobson

Written by Harel Jacobson

Global Volatility Trading. Python addict. Bloomberg Junkie. Amateur Boxer and boxing coach (RSB cert.)!No investment advice!

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