Re:The Trillion Dollar Equation [video]
by richrichie on Sunday March 03, 2024 @03:14PM
(#39584065)
It is a well known empirical fact that volatility is mean reverting.
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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