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7.1
The World

The World (2004)

Drama, Foreign

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Volatilty at World's End - Two Decades of Market Movement

Size 98.023 MB   0 seeders     Added 2012-10-24 05:57:47

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This is a 5 minute video showing a high-definition 3d visualization of the implied volatility of options on the S&P 500 over the last 20 years.

The description on http://www.artemiscm.com/category/research/ says:

Artemis Capital Management LLC is pleased to present ΓÇ£Volatility at WorldΓÇÖs End: Two Decades of Movement in MarketsΓÇ¥ a unique visualization of implied and realized stock market volatility from 1990 to 2011. The video was originally shown as part of Christopher ColeΓÇÖs speech at the 2012 Global Derivatives and Risk Management Conference in Barcelona Spain on April 17th.

The movement of stock prices has been an obsession for generations of speculators and traders. On a higher level mathematicians believe that modern markets are an extension of the same fractal beauty found in nature. Visualized these stock markets may take the shape of a turbulent ocean with waves made of human hopes, dreams, greed, and fear. Merging the world of high-finance and high-art Artemis Capital Management LLC is proud to present a creative visualization of stock market volatility over the last two decades.

Volatility at WorldΓÇÖs End: Two Decades of Movement in Markets is a depiction of real stock market volatility using trading data from 1990 to 2011. The visuals are designed from S&P 500 index option data replicating the implied volatility wave (or variance swap curve) extending to an expiration of one year. The front of the volatility wave contains the same data used to calculate the CBOE VIX index. The movement of this wave demonstrates changing trader expectations of the future stock market volatility. As the wave moves through time the expected (or implied) volatility surface transforms into a realized volatility surface derived from historical S&P 500 index movement. The transition represents what professional traders call ΓÇ£volatility arbitrageΓÇ¥. The color variation in the volatility waves show the volatility -of-volatility or internal movement of the wave. The track underneath the volatility wave represents underlying S&P 500 index prices.

Volatility at WorldΓÇÖs End: Two Decades of Movement in Markets
Concept and Creative Direction by Christopher Cole, CFA
Visual Animation and Programming by Jayson Haebich
Title Design by Nataliya Vakulenko
Artemis Capital Management LLC, All Rights Reserved 2012		
Volatility at World's End_ Two Decades of Movement in Markets.mp4 98.023 MB
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