Implied Volatility Index (M50018)
| Metric ID | M50018 |
|---|---|
| Category | volatility |
| Access | public |
| Classification | classic |
| Tier | basic |
| Computation | Classical + Quantum (simulated) |
| Computed by | Black Belt Labs |
| Freshness | fresh |
Quantum configuration
Every quantum calculation of this metric, with the machine and circuit setup it runs on. Hardware values come from real IBM quantum computers; simulator values from a classical simulation of the same kind of circuit.
| Method | Quantum computing simulated (quant-sim) |
|---|---|
| Provider | Qiskit Aer simulator (IBM open-source software) on Google Cloud |
| Machine | aer_simulator |
| Machine type | classical simulator (CPU, noise-free) |
| Qubits used | 6 |
| Shots per run | 20,480 |
| Gate basis | u, cx (Aer, flattened) |
| Algorithm | Maximum-likelihood quantum amplitude estimation of the model-free variance-swap integral (two expiries, interpolated to 30 days as in the DVOL construction) |
| Profile | full |
| Error mitigation | none (noise-free simulation) |
| How measured | metadata of the last stored result (twin not re-recordable on current inputs) |
| Note | circuit count, depth and gate counts unavailable for this metric right now |
Personal metrics: figures are the maximum across submitted portfolios (circuit size follows portfolio size). Machine qubits is the size of the whole chip; qubits used is what this calculation needs.
Hypotheses monitored by this metric
Access this metric
Query it via the Madjik API:
curl -H "X-API-Key: $MADJIK_API_KEY" \
https://api.madjik.io/v1/metrics/M50018