Technical Analysis with Option Implied Volatility
Furthermore, given the auto-regressive and mean-reverting nature of implied volatility, there lies a huge amount of valuable information in statistical and technical analysis of this indicator.
Join this webinar for in an-depth demonstration of Bloomberg’s cutting-edge, market-leading tools for performing implied volatility analysis.
Discussion Topics:
- Introduction cross-asset BVOL implied volatility data and analytics
- Charting and scanning for implied volatility conditions (momentum or breakout signals)
- Back-testing implied volatility skew versus underlying market direction and setting alerts
- Back-testing implied volatility calendar spreads to indicate confidence or stress in underlying market
Speakers
SUJIT NAGDA
Workflow Specialist - Equity Derivatives
BLOOMBERG/ LONDON
Sujit Nagda is an Equity Derivative Workflow Specialist in Bloomberg's London office where he covers Investment Banks and other sell-side institutions. His main areas of focus include Bloomberg's Implied Volatility data and associated analytics, Structured Products pricing & trading and Quantitative Investment Strategies. Prior to Bloomberg, Sujit worked as an Equity Derivative Trader at Nomura (formerly Lehman Brothers) and HSBC.
Tim Mccullough
Technical Analysis Application Specialist
Bloomberg L.P.
Tim is the application specialist in Technical Analysis at Bloomberg LP in London, where he manages the rapidly increasing demand for charting and data visualization tools in EMEA.
He has over 30 years’ experience in financial markets, in trading, sales and research at major international banks, including State Street, UBS, BNP Paribas and Lloyds. He uses diverse but complementary technical methodologies, based on behavioral finance, to help Bloomberg clients to analyze sentiment in all asset classes and all conditions of volatility and liquidity.
In 2018 he additionally took an MSc in Financial Investigation, including a dissertation examining the dependency of financial markets on illicit flows from money laundering. He previously took a BA in Classics and is a full member of the Society of Technical Analysts in London and of IFTA.