Talk by Dr Ernest Chan, Managing Member, QTS Capital Management, LLC. From QuantCon NYC 2016.

Ernie will explore some interesting features of both realized and implied volatilities that are useful to traders. These include the term structure of volatility, simple methods of volatility prediction, and what volatility and its siblings can tell us about future returns.

The slides for this presentation can be found at https://www.slideshare.net/Quantopian....

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