Stock Market, Crypto, Forecasting, Monte Carlo, Probability.
concept of tuning stochvol models to backtests with Bitcoin prices is online at: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3693387 Oh yeah, we are still missing the drift term. We might try to add that also. Our empirical based models in MCarloRisk3D don’t have drift terms either, because