Q6: Delaney Mackenzie – Your Quantitative Trading Questions Answered
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How to Use Garch and Arch Models in Trading Strategies
There are classic models such as heston g a rc h arc h from financial mathematics in creating trading strategies. Garch and arch stands for generalized arch And we actually have a lecture on it that we co-developed with uh, on drakeryllenko when he was working at mit slone. I've seen all sorts of different models used Uh, I think that it's really good to have uh kind of uh All of these things in your toolkit, but at the same time you can't be wedded to specific models.
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