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Old 07-25-2007, 05:40 PM
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Re: Trading with Market Statistics. IV Standard Deviation

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Jerry, one thing just wonders me, why you did not take VWAP[i] in your formula, so Variance = SUMi[Pi(pi - VWAPi)2] ? This would make more sense to me.
Ok let's give an example of computing variance:

Consider the 5 numbers, 1 2 3 4 5 all of equal weight for simplicity
what is their average: (1+2 + 3 +4 +5)/5 = 3.0
what's the variance: [(1-3.0)^2 + (2-3.0)^2 + (3-3.0)^2 + (4-3.0) ^2 + (5-3.0)^2]/5 = [4.0 +1.0 + 0 + 1.0 + 4.0]/5 = 2.0

Do you notice what value I use for the average in each of the squared terms? It's 3.0.

If I added another number to the series, say 6, then the new average would be (1 + 2 + 3 +4 +5 +6)/6 =3.5
I would then compute the next variance using this average in the squares.

Hope this clears up the computation method

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