Charts of the Week: Technical Analysis and Implied Volatility in the Equities Market
This week's webinar is focused on observing how we can leverage implied volatility in the options markets to design and backtest a volatility trading strategy on a given equity underlying. To do so, we will leverage some of the technical analysis functionalities Bloomberg offers, including:
The session will reveal important market insights and demonstrate how you can create similar ideas yourself. The webinar tackles a key theme or asset class, using backtesting tools to provide analysis of the trends, anomalies and technical insights you need to keep an eye on this week.
- Visualize Implied Volatility surface and trends on {OVDV }
- Creating our own volatility skew index via {CIXS }
- Build our own study on a custom ticker via {STDY }
- Create and back-test our volatility strategy on {BT }
- Parameter optimization {BT }
The session will reveal important market insights and demonstrate how you can create similar ideas yourself. The webinar tackles a key theme or asset class, using backtesting tools to provide analysis of the trends, anomalies and technical insights you need to keep an eye on this week.
Speakers
Matteo Rigoni
Senior Equity Specialist, Equity Derivatives Specialist
BLOOMBERG/ LONDON
Matteo Rigoni is a Senior Equity and Equity Derivatives Specialist at Bloomberg LP, helping our clients leverage Bloomberg Terminal's functionalities and supporting with Bloomberg Query Language (BQL) queries. Within the Technical Analysis desk, Matteo specialized in our custom Studies and backtesting functionalities. Matteo holds a bachelor in Economics from Hanover College (Hanover,IN), and a MSc in Business Analytics from ESADE Business School (Barcelona, Spain).