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Thanks mate

You are completely fine. I appreciate the input. All of my spot assets are the broad indices and commodities so finding the appropriate measures is easy. It's just the implementation aspect that I am struggling with. Thanks again! If you feel like it, feel free to give me the run down on...

There is no "need" other than my own curiosity to do so. http://www.frbsf.org/econrsrch/workingp/2000/wp00-02.pdf This is a paper/article that is essentially feeding my curiosity, but I don't understand it. I am trying to piece it all together. What is stopping me from using implied vol on...

I appreciate the response and understand what you are saying. How do I go from an implied volatility measure to implied correlation of the portfolio though. I continue to struggle with this...

Hello, I am attempting to build a Value at Risk Model that is somewhat unique and I would like to hear some thoughts on what is appropriate. I am attempting to build a model that includes equities, index positions, commodity, and fx positions. I am concerned that volatility measures of each...