Realized variance or realised variance (RV, see spelling differences) is the sum of squared returns. For instance the RV can be the sum of squared daily returns for a particular month, which would yield a measure of price variation over this month. More commonly, the realized variance is computed as the sum of squared intraday returns for a particular day. The realized variance is useful because it provides a relatively accurate measure of volatilitywhich is useful for many purposes, including volatility forecasting and forecast evaluation. (Wikipedia).
Variance (4 of 4: Proof of two formulas)
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From playlist Random Variables
Derivations.2.Derivation of Variance
This video is brought to you by the Quantitative Analysis Institute at Wellesley College. The material is best viewed as part of the online resources that organize the content and include questions for checking understanding: https://www.wellesley.edu/qai/onlineresources
From playlist Optional - Derivations
Covariance (1 of 17) What is Covariance? in Relation to Variance and Correlation
Visit http://ilectureonline.com for more math and science lectures! To donate:a http://www.ilectureonline.com/donate https://www.patreon.com/user?u=3236071 We will learn the difference between the variance and the covariance. A variance (s^2) is a measure of how spread out the numbers of
From playlist COVARIANCE AND VARIANCE
More Standard Deviation and Variance
Further explanations and examples of standard deviation and variance
From playlist Unit 1: Descriptive Statistics
Extra Math lecture 2: The derivation of the variance formula
Forelæsning med Per B. Brockhoff. Kapitler:
From playlist DTU: Introduction to Statistics | CosmoLearning.org
Variance of Continuous Random Variables
In this video, Kelsey proves some properties of variance for continuous random variables.
From playlist Basics: Probability and Statistics
How to find the number of standard deviations that it takes to represent all the data
👉 Learn how to find the variance and standard deviation of a set of data. The variance of a set of data is a measure of spread/variation which measures how far a set of numbers is spread out from their average value. The standard deviation of a set of data is a measure of spread/variation
From playlist Variance and Standard Deviation
How to find the variance and standard deviation from a set of data
👉 Learn how to find the variance and standard deviation of a set of data. The variance of a set of data is a measure of spread/variation which measures how far a set of numbers is spread out from their average value. The standard deviation of a set of data is a measure of spread/variation
From playlist Variance and Standard Deviation
Variance (1 of 4: Introducing the formulas)
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From playlist Random Variables
A variance swap can be used to hedge tail risk. One counterparty (Sally the trader, in this example) pays a forward (fixed) variance in exchange for a future, REALIZED variance. So she is "long volatility" and will profit if the realized variance is greater than expected. The advantage of
From playlist Derivatives: Exotic Options
What are Variance Swaps? Financial Derivatives - Trading Volatility
In todays video we learn about variance swaps These classes are all based on the book Trading and Pricing Financial Derivatives, available on Amazon at this link. https://amzn.to/2WIoAL0 Check out our website http://www.onfinance.org/ Follow Patrick on twitter here: https://twitter.com
From playlist Volatility and Variance Swaps
Lecture on the motivation for simulation vs. estimation and development of the sequential Gaussian simulation approach.
From playlist Data Analytics and Geostatistics
20b Spatial Data Analytics: Representing Uncertainty
Subsurface modeling course lecture on representing uncertainty.
From playlist Spatial Data Analytics and Modeling
Singular Learning Theory - Working Session 2
This is a working session on Watanabe's Singular Learning Theory, a theory about algebraic geometry and statistical learning theory. Today's topic - understanding how general the free energy asymptotic formula in Watanabe's work is, and whether we can apply it to phases away from the set o
From playlist Singular Learning Theory
05b Data Analytics: Monte Carlo Simulation
A lecture on Monte Carlo Simulation. Follow along with the demonstration workflow in Python: o. Interactive Monte Carlo simulation: https://github.com/GeostatsGuy/PythonNumericalDemos/blob/master/Interactive_Monte_Carlo_simulation.ipynb Follow along with the demonstration workflow in Ex
From playlist Data Analytics and Geostatistics
LSS Hands-on (Lecture 3) by Shadab Alam
Program Cosmology - The Next Decade ORGANIZERS : Rishi Khatri, Subha Majumdar and Aseem Paranjape DATE : 03 January 2019 to 25 January 2019 VENUE : Ramanujan Lecture Hall, ICTS Bangalore The great observational progress in cosmology has revealed some very intriguing puzzles, the most i
From playlist Cosmology - The Next Decade
15 Machine Learning: Random Forest
Lecture on machine learning with ensemble tree methods. Tree bagging and random forest to mitigate against the model variance component of model inaccuracy in testing! Follow along with the demonstration in Python: https://github.com/GeostatsGuy/PythonNumericalDemos/blob/master/Subsurface
From playlist Machine Learning
What are Volatility Swaps? Financial Derivatives - Trading Volatility
In todays class we learn about what a volatility swap is. These classes are all based on the book Trading and Pricing Financial Derivatives, available on Amazon at this link. https://amzn.to/2WIoAL0 Check out our website http://www.onfinance.org/ Follow Patrick on twitter here: https:/
From playlist The Term Structure of Volatility
Variance on a Modified Distribution (2 of 2: Investigating the modifications)
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From playlist Random Variables
Gussow2018 - Unconventional Reservoir Uncertainty
My talk from Gussow 2018 Conference in Lake Louise, Alberta, Canada. I recorded the talk afterwards, with added references and a little more time to explain all the topics.
From playlist Random Talks