User:Kostyan

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I live in New York City, and work for an investment bank.


Realized vol for index

100 \times \sqrt{\frac{\displaystyle{\sum_{i=1}^N} [ln(\frac{P_{i+1}}{P_i})]^2}{N}} \times \sqrt{252}



Realized vol for stock

100 \times \sqrt{\frac{\displaystyle{\sum_{i=1}^{N-1}} [ln(\frac{P_{i+1} + Div_i}{P_i})]^2}{N}} \times \sqrt{252}