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How to Measure Realized Volatility
Vega: I learned that depending on how you measure realized volatility, that can make a huge impact on your profitability in the long term. He says he wanted to get as accurate a picture as possible of how much this underlying is moving. "I want to see a range of possibilities so that when you have 70,000, 100,000, 500,000 exposure, you don't want to be surprised"