tag:blogger.com,1999:blog-706772597530050449.post5743772928398998029..comments2024-02-19T12:04:56.080-05:00Comments on Reading the Markets: Historical volatility chartsBrenda Jubinhttp://www.blogger.com/profile/02587551531260863509noreply@blogger.comBlogger2125tag:blogger.com,1999:blog-706772597530050449.post-36161138437622871682010-05-29T08:20:17.710-04:002010-05-29T08:20:17.710-04:00I'm not the greatest coder in the world, and I...I'm not the greatest coder in the world, and I don't know what software you're using, but Augen decribes the procedure pretty clearly on pp. 63-64.<br /><br />Best,<br />BrendaBrenda Jubinhttps://www.blogger.com/profile/02587551531260863509noreply@blogger.comtag:blogger.com,1999:blog-706772597530050449.post-15505416095449410522010-05-28T20:36:26.831-04:002010-05-28T20:36:26.831-04:00Hi, after reading your blog I decided to pick up &...Hi, after reading your blog I decided to pick up "The Volatility Edge in Options Trading" by Jeff Augen. It has been an interesting read so far. In your post, you provided an example of how to emulate the historical volatility chart as described in the book. Do you also know how to chart the price changes in standard deviation that Jeff describes?Clementnoreply@blogger.com