Volatility Period Converter

Source period count and units:

Target period count and units:

Notes

  • Converts volatility between time periods.
  • More precise than the rule of 16, but just as fast.
  • Assumes 12 months, 52 weeks, 365 calendar days per year.
  • Customizable trading days per year, default 252.
  • Conversion factor is sqrt(target_period / source_period), as volatility scales with the square root of time.
  • Assumes constant volatility. Does not account for seasonality, time-of-day effects, regime shifts etc.

Have a problem, idea, or question?

  • You have a problem I may be able to help solve
  • You’d like to work with me or hire me
  • You have an idea for content, product, or collaboration
  • You have a related website or resource to share
Contact Me