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A better volatility model than the SB will give better results.
It is not clear to me whether it is possible to mix.
We have one or the other forecasting method in a normal situation. One second ahead, one minute ahead, one hour ahead, etc. up to, say, one year ahead.
In any case we have a probability of forecasting based on the history.
We have a decreasing probability as the horizon increases.
In any case we cannot speak about 100% probability.
And for the one we're looking at on August 1, the probability is 100%.
It looks like we should put the old method aside and use only the knowledge of quotes
No?
Well, at best we should use volatility forecasting
I can't figure out if it's possible to mix.
In a normal situation, we have one forecasting method or another. A second ahead, a minute ahead, an hour ahead, etc. up to, say, a year ahead.
In any case we have a probability of forecasting based on the history.
We have a decreasing probability as the horizon increases.
In any case we cannot speak about 100% probability.
And for the one we're looking at on August 1, the probability is 100%.
It looks like we should put the old method aside and use only the knowledge of quotes
No?
Well, at best we can connect volatility prediction
Yes, for optimality in terms of return/risk you need to include volatility forecasting. The better the forecast, the better the solution.
As for mixing - it depends on how you predict volatility. It's quite possible that part of it uses elements from SB.
By the way, if the time machine is made in the future, it still exists now in fact. And all information is tracked on a similar topic. So you gentlemen have a chance to send a message to the future )))) Think carefully.
If a person cannot make progress in the present tense,
then no amount of CF will help him achieve in the future or the past.
No matter how much he wants to.
We look into history as it is without CF.
Yes, it would be nice to check this market with large amounts of money, I wonder if it changes for a profit with our money or not...
I wonder if it is changing for its own money or not...
Now read carefully what you have written and think for yourself.
Fredo . 85% probability.
I, for one, would have corrected something in ancient Egypt. What was the point of persecuting the Jews?!
I, for example, would go back in time a few years and shit on a man's head.