4 ms·
the hardest thing obviously is to time the moment when it will start mean reverting. there is possibility you can take trading position with expectation of vol
by slt2021 3y ago
the hardest thing obviously is to time the moment when it will start mean reverting.
there is possibility you can take trading position with expectation of vol reverting to the mean, and vol will keep increasing (what happened to tesla and gamestop short sellers)
and vice versa