Xpod
Bookmarks · Read Aloud
ON AIR
RSS FEED
All Episodes
for position sizing, we need a volatility forecast for tomorrow. If predicted vol > our target vo…
Apr 7, 2026 · 0:19
for position sizing, we need a volatility forecast for tomorrow. If predicted vol > our target vol, we cut exposure. classic approaches use EMA vol [1], or a blend with a long-term anchor (Carver-style). but how good are these estimators compared to a benchmark model? panel 3: https://t.co/DYdb9hF7Jy
Audio
Edit Metadata