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- Investment Banking
im trying to calculate a three year annualized volatility. i understand that for a one year annualized volatility i will take the st dev and multiply it by SQRT (252). if im looking at three years worth of data and i need the three year volatility does th ...
17 comments10 Oct 2016 - djc225
Standard deviation is a mathematical measure which approximates the average deviation of any given data point from the mean of the entire data set. For example, if a data set of 100 has a standard deviation of 5 and a mean of 50, then on average no value ...
23 Apr 2012 - WallStreetOasis.com
- Sales and Trading
After a steep run-up in crude oil (both Brent & WTI) crude fell from $103 to $96 dollars in only two hours, a 7 standard deviation move. Over the past week, Colonel Qaddafi's violence in Libya had driven up prices to as high as $120/barrel (brent ...
24 Feb 2011 - BankingRUs9