Preview of Topic on Implied Volatility - structural differences between Implied Volatility and Historical Volatility and why it does not make sense to combine the two as cross-over studies. Course details: http://www.homeoptionstrading.com/original_curriculum.html Key issues to solve: * Why reconciling Historical Volatility against Implied Volatility and looking for a HV-IV cross-over fails to be a consistent trading technique. * Problem of re-simulating unique macro-economic parameters affecting the Historical Volatility in Asset Classes. * Why a spreadâÂÂs construction must forecast Implied Volatility specific to Calls (e.g. a Vertical Call), separate of Puts (e.g. a Vertical Put) and combined as Calls+Puts (e.g. an Iron Condor & a Calendar).
