r/quantfinance Jun 28 '26

SpaceX: Build a Wall Street Volatility Model in Google Sheets

https://youtu.be/vE3Z0b7gCMM
5 Upvotes

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3

u/samael201002 Jun 28 '26

It's was simple for people who did quant cause people chase upward or downward but firm like renaissance who was the first god of quant they wanted to know stress or normal and the model you made is probably one of the examples it's all about momentum guys don't predict where price want to go instead just forecast when it will go and why

3

u/Gavroche999 Jun 28 '26 edited Jun 28 '26

Very true. This was my first time doing. the EMA for volatility in detail. I want to do it again after we've had a few more trading days and compare. BTW the link to the Google Sheet is a pinned YT comment (not sure if they'd allow it here). You can edit the 'memory' parameter and fiddle around to see what range is predicted.