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by dredmond
December 30th, 2004, 7:38 pm
Forum: Careers Forum
Topic: Is Quant needed for Spot FX trading positions?
Replies: 10
Views: 190960

Is Quant needed for Spot FX trading positions?

Didn't the hedge fund go so well?
by dredmond
August 18th, 2004, 3:31 pm
Forum: Student Forum
Topic: measuring historical volatility
Replies: 3
Views: 178228

measuring historical volatility

What is the best way of measuring the volatility on a price that can go negative? At the moment I just take the standard deviation but are there any better ways? eg there a standard equivalent of historical volatility for mean reversion processes is used?