Volatility Cone

The blog Trading with MatLab is also looking at volatility cones with some more information. There is also MatLab code for a number of other uses, check it out!

Advertisements

~ by largecaptrader on July 1, 2009.

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

 
%d bloggers like this: