Volatility | Lee-Wen Market Stats

The following are studies I conducted throughout my undergraduate degree in university

VIX Spike Frequency & Magnitude

The goal of this study is to identify the length of time that tends to pass between VIX volatility spikes and the magnitude of those spikes

Feb 23, 2022

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The purpose of this test is to evaluate the usage of volatility bands in measuring short-term overbought and oversold conditions, as well as

Feb 20, 2021

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Do some months tend to perform better or be more volatile than others?

Dec 12, 2020

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