STA Monthly Meeting January 2006
Implied volatility and put-call ratios are the only exact measure for sentiment that everyone can access. Making simple assumptions on how market-makers and the crowd (retail and institutional) behave, it is possible to derive from implied volatility an excellent gauge of fear and greed. Combined with price analysis, it increases the probability of spotting medium term trend reversals. It also appears that implied volatility obeys Dow theory, and can be analyzed as an asset of its own, therefore calling for trend reversals in volatility.
Valérie will provide recent examples and will share her experience of the methodology’s strengths and weaknesses.
Valérie Gastaldy graduated from ESSEC in 1985 to join immediately France’s largest broker at the time, Meeschaert-Rousselle, where she launched the first OTC index option in 1986, before being a market-maker on MONEP and then a prop ‘trader. Technical analysis appeared more adequate than fundamentals to answer her needs for short-term risk management.
Next STA Meeting
STA Monthly Meeting – February 2024
Perry chats to Jeff Boccaccio about diversification, system trading, market selection and some thoughts on futures – and probably much more!
Perry chats to Jeff Boccaccio about diversification, system trading, market selection and some thoughts on futures – and probably much more!
Future STA Meetings
STA Monthly Meeting – February 2024
Perry chats to Jeff Boccaccio about diversification, system trading, market selection and some thoughts on futures – and probably much more!
STA Monthly Meeting – March 2025
STA Monthly Meeting – April 2025
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