#garch — Public Fediverse posts

GARCH Volatility Modeling with Python: Risk-Adjusted Position Sizing

Use tomorrow’s volatility estimate to size today’s position—so risk stays stable when markets do not.

This post shows how to forecast volatility with GARCH, convert it into a position multiplier, and sanity-check the result with standardized residuals and simple diagnostics in Python.

🔗 https://medium.com/@hasanaligultekin/garch-volatility-modeling-with-python-risk-adjusted-position-sizing-fa21bdd28131

#Quant #Volatility #GARCH #Python #Trading #DataScience

@medium @towardsdatascience @programming @pythonclcoding

#python #machinelearning #artificialintelligence #technology #riskmanagement
#forecasting #timeseries
#trading #investment
#XGBoost vs #GARCH

How XGBoost Outperforms GARCH in S&P 500 Volatility Prediction

^GSPC monthly volatility prediction by leveraging the ML-type XGBoost model vs AIC-optimized GARCH in Python

#exploremore 👇

https://medium.com/@alexzap922/how-xgboost-outperforms-garch-in-s-p-500-volatility-prediction-a19bda921574?sk=de2ac1ecc385e3d06d47db28187a5883

@petergleick

Interesting how the stunningly obvious doesn’t register with the supposedly brilliant #technogarchs. That might however require compassion or even worse the payment of taxes

I’m reminded of @rcbregman who stated the very obvious back in 2019 at the #garch festival in #Davos. Always a pleasure to watch this.

Less #philanthropy and more #taxes for the #MegaRich!

https://youtu.be/gO80J7gsDm8?si=6BhBEb4sPwyMsotv