Indicator
Implied Volatility
Implied Volatility, IV
Definition
The volatility solved from an option's market price using an option pricing model.
Boundary
It is affected by liquidity and skew and does not equal future realized volatility.
53 Strategies
40 Text mentions
14 Code hits
Role distribution
Market regimes
Uptrend2/0Downtrend2/0Range1/2Breakout Onset0/0High Volatility0/0Low Volatility0/0Reversal Inflection0/0All Regimes0/0
Common parameters
| Default | Occurrences |
|---|---|
| 25 | 1 |
Frequent co-occurrence
- False Signal19
- Breakout18
- Stop Loss14
- ATR12
- Cross Above11
- EMA11
- Cross Below9
- False Breakout9
- Take Profit7
- Bollinger Bands4
Semantic relations
- Basis ← OptionsImplied volatility is inferred from option prices.
Evidence strategies
- 海肯阿希趋势追踪策略多层级止损机制的多时间周期趋势识别系统-Heiken-Ashi-Trend-Following-Strategy-Multi-Timeframe-Trend-Identification-System-with-Multi-Layer-Stop-Loss-MechanismFilter
- 波动率过滤双均线交叉高夏普比策略-Volatility-Filtered-Dual-EMA-Crossover-High-Sharpe-Ratio-StrategyFilter
- 动态趋势过滤ATM期权卖出策略结合EMA交叉与RSI动量确认-Dynamic-Trend-Filtered-ATM-Option-Selling-Strategy-with-EMA-Crossover-and-RSI-Momentum-ConfirmationTrigger
- 多指标MACD动量期权策略与风险控制百分比退出机制-Multi-Indicator-MACD-Momentum-Options-Strategy-with-Risk-Controlled-Percentage-Based-ExitsRisk control
- 基于布莱克-舒尔斯理论的突破交易量化策略与追踪止损优化系统-Black-Scholes-Volatility-Breakout-Trading-Strategy-with-Dynamic-Trailing-Stop-OptimizationRisk controlInferred
- Black-Scholes-Volatility-Adjusted-Dynamic-Breakout-Strategy-布莱克-斯科尔斯波动率调整动态突破策略Risk controlInferred
- 自定义信号振荡器策略-CSO-Custom-Signal-Oscillator-Strategy-CSOFilterInferred
- 动态自适应动量突破策略-Dynamic-Adaptive-Momentum-Breakout-StrategyFilterInferred
- Uniswap-V3-交易类库Uniswap-V3-Trade-TemplateContextInferred
- 发明者APP图表测试策略ContextInferred
- 超级三指标RSI-MACD-BB动量反转策略-Super-Triple-Indicator-RSI-MACD-BB-Momentum-Reversal-StrategyFilterInferred
- 多维度订单流分析与交易策略-Multi-Dimensional-Order-Flow-Analysis-and-Trading-StrategyFilterInferred
- 基于ABCD形态且带止损追踪和止盈追踪的全新量化交易策略Best-ABCD-Pattern-Trading-Strategy-with-Stop-Loss-and-Take-Profit-TrackingFilterInferred
- 基于波动带反转的长线量化策略Long-Term-Quantitative-Strategy-Based-on-Volatility-Bands-ReversalFilterInferred
- 基于多周期RSI指标的反转策略Reversal-Trading-Strategy-Based-on-Multi-Period-RSIFilterInferred
- 组合简单移动平均线与自适应移动平均线的策略Combining-Simple-Moving-Average-and-Adaptive-Moving-Average-StrategyFilterInferred
- 基于RSI指标信号的量化交易策略Quantitative-Trading-Strategy-Based-on-RSI-Indicator-SignalsFilterInferred
Corpus quotes
IV.
基于ABCD形态且带止损追踪和止盈追踪的全新量化交易策略Best-ABCD-Pattern-Trading-Strategy-with-Stop-Loss-and-Take-Profit-Tracking · overview EN
Test combinations of more indicators to find out the optimal parameters, such as implied volatility, volume etc.
基于多因子量化交易策略Multi-factor-Quantitative-Trading-Strategy · optimization EN
IV.
基于波动带反转的长线量化策略Long-Term-Quantitative-Strategy-Based-on-Volatility-Bands-Reversal · overview EN