|
PureBytes Links
Trading Reference Links
|
Hi, All:
Given an asset's present volatility, it should be a
fairly simple matter to predict the future range of
that asset N days into the future.
For example: given a volatility of 25%, the price
should fall somewhere between 10 and 25 50 days into
the future.
Does anyone have code for this? Or know what the
math involved is? I suppose one might want to
specify confidence levels, but I'm not clear on this.
Many thanks,
CAB VINTON
cvinton@xxxxxxxxxxxxxx
|