I hope this is an appropriate forum for my question. I did not find a "miscellaneous" forum.
I really like your youTube videos.
Do you have a youTube video on how to calculate RiskGrade(tm), especially using Excel?
If not a free youTube, do you cover it in one of your courses (which one)?
Or is RiskGrade simply:
100*ewmaVolatility/20%
I derived that from the description of "how to calculate RiskGrade" that I find at http://www.nasdaq.com/investing/risk/calculate-riskgrades.aspx.
(And I rely on your excellent youTube video on how to calculate ewmaVolatility.)
I feel like I'm cheating by using the constant 20%. According to the description, that is "the average volatility of (market-cap weighted) global equities from January 1995 to December 1999".
That is 15 years old; not sure if financial markets have changed significantly since then. On the other hand, I do not have the resources to calculate a current number, and I do not know how to find that statistic, if it is available somewhere.
I really like your youTube videos.
Do you have a youTube video on how to calculate RiskGrade(tm), especially using Excel?
If not a free youTube, do you cover it in one of your courses (which one)?
Or is RiskGrade simply:
100*ewmaVolatility/20%
I derived that from the description of "how to calculate RiskGrade" that I find at http://www.nasdaq.com/investing/risk/calculate-riskgrades.aspx.
(And I rely on your excellent youTube video on how to calculate ewmaVolatility.)
I feel like I'm cheating by using the constant 20%. According to the description, that is "the average volatility of (market-cap weighted) global equities from January 1995 to December 1999".
That is 15 years old; not sure if financial markets have changed significantly since then. On the other hand, I do not have the resources to calculate a current number, and I do not know how to find that statistic, if it is available somewhere.
