#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

Tại sao dùng ARCH & GARCH thay ARIMA? Dữ liệu tài chính biến động mạnh, phương sai thay đổi liên tục. Bài viết giới thiệu ARCH cơ bản, GARCH linh hoạt, clustering biến động, GARCH(p,q) & triển khai thực tế trong R (ARIMA + GARCH(1,1)).

#GARCH #ARCH #Finance #Volatility #Rstats #RLanguage #TaiChinh #BienDong #MoHinhHoa #NgônNgữR

https://dev.to/dipti_m_2e7ba36c478d1a48a/why-arch-and-garch-a-gap-in-classical-modeling-404o

#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

@rbreich

The media, specifically the for-profit media, is sadly compromised by its need for profit.

It is deeply invested in the need for a close race in #Election2024 which will:
a) Yield better traffic
b) Increase demand for political ads
c) Control costs by doing shallow horse race reporting
d) Satisfy its own corporate #news baron masters who may dislike #Trump, but like his #garch friendly approach to tax

The American #press is not a #FreePress

#USPolitics #Politics

@indivisibleteam

I’d suggest an emphasis on decentralized #SocialMedia platforms that are free of #algorithms.

Now if one’s aspiration is to be turned into some kind of drone controlled by a technogarch, your opinion may differ 😜

#Garch

@TruthSandwich

The #West is constantly up for redifinition, unlike the alternatives its citizenry has the capability of making change happen. Overcoming the #garch forces which bludgeoning us into either disinterest or fear with a toxic mediasphere, is the challenge. Unlike other places, Westerners have the option and capability to resist

@mnutty

When I'm out in the world, I promote Mastodon as a healthier social media community & technology, but I've struggled with how to convey why I believe that in 1-2 paragraphs.

I just realized that one way of looking at Mastodon and the Fediverse is:

#socialmedia without the #Garch

#mastodon #oligarchs

Can we talk about our #Garch problem?

@mnutty has a few words about the Garch problem

https://mastodon.ie/@mnutty/111845870365250054

#Election2024

116) I've been thinking a lot about the structural issues that plague Western democracies. My particular focus is on #USPolitics as I live in #NYC and am staring down the barrel of a nasty presidential election

Job 1 is to make sure #Trump is not relected.

Job 2 is to reduced the malaign influence of extreme wealth on democracy - this is a #Garch" problem which I go into on this #podcast episode. More to come in the next few weeks

https://www.nuttyinnyc.com/13-garchs-aint-good

#Politics #Oligarchs #Election2024

@janrif

I think the narrative of #Mastodon complexity is interesting. Much has been made of this difficulty, but maybe those encouraging the complexity story, are those likely to lose should #SocialMedia be one a true public square rather than a forum owned by some #garch

Despite being likely simpler to use, I won’t use #Threads because it is controlled by #MarkZuckerberg and his #Facebook / #Meta complex

Keep the public square public! Garchs ain’t good

@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

@rmblaber1956 @dangillmor

I try to avoid spending to much time tracking the vacillations of obscene #garch wealth

Certainly #Twitter has become a significant sinkhole for #ElonMusk and will likely go bankrupt in the not too distant future. That is unless #Musk decides to incinerate more of his fortune through wealth implosion management techniques deployed at #X

@polarbear

There is a virtue to living in a country where guns are not broadly available. Guns + rage are not a good combination as witnessed in the US

I would also that #Putin and #Musk would certainly like to see a destabilized #Ireland which is likely the most liberal of the Western Democracies. Even though the country is small its citizens are not interested in tugging their forelocks in deference to #garch types.