The Quant / Financial Engineering Podcast cover image

Gamma Capture

The Quant / Financial Engineering Podcast

00:00

Examining Market Volatility and the Challenge of Jumps

This chapter explores the complexities of measuring market volatility, particularly with sudden market jumps. It critiques traditional methods of assessing volatility and emphasizes the importance of frequency over magnitude in understanding profit and loss.

Transcript
Play full episode

The AI-powered Podcast Player

Save insights by tapping your headphones, chat with episodes, discover the best highlights - and more!
App store bannerPlay store banner
Get the app