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Quantum Financier – On algorithmic trading
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Quantum Financier | On algorithmic trading
On algorithmic trading
Regime Switching System Using Volatility Forecast | Quantum Financier
In the same line of thoughts as last post, today we will look at a way to incorporate the GARCH volatility model we introduced yesterday to create a regime switching strategy. It is often discussed on...
99 Problems But A Backtest Ain’t One | Quantum Financier
Backtesting is a very important step in strategy development. But if you have ever went through the full strategy development cycle, you may have realized how difficult it is to backtest a strategy pr...