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Just a one case. Another - is large movements. Imagine a 5% drop. You will hedge every one minute and will not collect any substantial gamma. Other person will one rehedge at the end of the day and collect huge profit. Market is balanced. You s trying to prove that doing "A" is better than...

Multicharts or Omega. The idea is that if you think that some hedge is better than other (say 1 min is better than 1 hour) you can not buy options, but hedge +gamma every 1 minute and -gamma every 1 hour, and you will get a profit. Market is rather balanced, so such strategy will not be...

Let me tell you about my research if you get realized vola in day period smaller than in intraday constantly - its a simple arbitrage oportunity. I made lots of backtests - how to rehedge -step was 0.05%, 0.1%, 0.2%...1%... the result on the longrun is the same (with frequent rehedge you...