197: “How to use volatility to outperform the market” – Kyle Schultz
Better System Trader
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Do You Use Any Garch Models to Improve Its Predictability?
I rarely am forecasting anything. I'm using statistical analysis to understand how strategies behaved historically, im and creating a diversified portfolio of strategies while being mindful of not overfitting. If you're seeing huge swings and changes in the back test,. It's probably not robust. Ah, so i don't use scarch moradoing. I don't really use any forecasting. A, but i know when you talk to different quantitative investet management firms, that's used pretty heavily as a method. And im i looking at, looking at the trading strategies from a portfolio theory of perspective. Can i hase one from ggisa? Do use any garc models we fix to improve its
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