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➡️ Quant Finance from scratch Part 7: volatility Two simulated investments are both built to grow 8 % a year on average. One moves calmly, the other swings wildly. Step 1, what risk means. In quantitative finance, risk is how far the returns jump around their average, up as well as down. Step 2, measuring it. Take the daily returns and compute their standard deviation. For the calm one that is 0.25 % a day, for the wild one 1.99 %. Step 3, volatility. This number is usually quoted per year, and the square root rule from part 3 does the conversion: multiply by the square root of 252 trading days, which is about 15.87. The calm one has a volatility of 3.9 % a year, the wild one 31.6 %. Step 4, what the number means. The bell curve from part 4 turns it into a feeling. In about two years out of three, the calm one ends within 3.9 % of its 8 % average and the wild one within 31.6 %. In our run that held for 64.1 % and 65.8 % of 100,000 simulated years. Step 5, loss years. Over 100,000 simulated years each, the calm one loses money in 2.7 % of the years and the wild one in 46.8 %, with the same average return of about 8 % a year. Why quants care: volatility is everywhere in quantitative finance, from comparing investments to pricing options. This video is for education only, and nothing in it is financial advice. #quantfinance #volatility #risk #standarddeviation #python

➡️ Quant Finance from scratch Part 7: volatility Two simulated investments are both built to grow 8 % a year on average. One moves calmly, the other swings wildly. Step 1, what risk means. In quantitative finance, risk is how far the returns jump around their average, up as well as down. Step 2, measuring it. Take the daily returns and compute their standard deviation. For the calm one that is 0.25 % a day, for the wild one 1.99 %. Step 3, volatility. This number is usually quoted per year, and the square root rule from part 3 does the conversion: multiply by the square root of 252 trading days, which is about 15.87. The calm one has a volatility of 3.9 % a year, the wild one 31.6 %. Step 4, what the number means. The bell curve from part 4 turns it into a feeling. In about two years out of three, the calm one ends within 3.9 % of its 8 % average and the wild one within 31.6 %. In our run that held for 64.1 % and 65.8 % of 100,000 simulated years. Step 5, loss years. Over 100,000 simulated years each, the calm one loses money in 2.7 % of the years and the wild one in 46.8 %, with the same average return of about 8 % a year. Why quants care: volatility is everywhere in quantitative finance, from comparing investments to pricing options. This video is for education only, and nothing in it is financial advice. #quantfinance #volatility #risk #standarddeviation #python

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