In excess of any more period of time, There's hardly ever a statistically important autocorrelation in large frequency returns. If there was, then the above mentioned would be relevant which would dampen the result. WillWill 13344 bronze badges $endgroup$ 4 $begingroup$ Did you not say at first that $V$ is https://louishnrwb.ltfblog.com/33033056/pnl-options