Below you will find pages that utilize the taxonomy term “Historical Volatility”
Predicting Historical Volatility is easy with RapidMiner. The attached process uses RapidMiner to recreate a research paper Options trading driven by volatility directional accuracy on how to predict historical volatility (HV) for the S&P500. The idea was to predict the HV 5 trading days ahead from Friday to Friday and then compare it with the Implied Volatility (IV) of the S&P500. If the directions of HV and IV converge or diverge, then you would execute a specific type of option trade.