Quant Finance Advent of Code EP 13: GARCH Volatility Mean Reversion Strategy

[@hackerborabora7212]

❤❤ economitric the art of nowing wich state we are but when coming to the big data it will be hard to capture hidden pattern...etc great video thanks for this highly quality content

[@scorsoneenterprises7230]

@@hackerborabora7212 thank you for the kindness and interaction :)

[@kylehofmeister6906]

Great stuff, gonna try and implement this on in my own trading research and bot. Can I ask how you find these ideas? Did you just learn them in school or is there a site you visit? Thanks again!

[@scorsoneenterprises7230]

@@kylehofmeister6906 i wish I did this stuff at school 😂. It’s a mix of being around it so long I’m bound to find some niche things. And also scouring the web. Like if you look for it there is no shortage of information on GARCH, but it’s hard to find. Hunting through newsletters could be a good source, bring up to date on people’s doctoral thesis’s could be good to. Dr. Tim Bollserv (I think I spelled his last name right) made GARCH for his thesis. Even hunt around on TradingViews trending and top community scripts. I’ll throw one out there for you. Look into topology, it’s a branch of geometry I believe. It was very unintuitive for me at first but it’ll get there Also see what kind of tools you wish existed and prompt an LLM to give you a long list of tools like it. Hope that helps :)

[@kylehofmeister6906]

@@scorsoneenterprises7230 Haha me too. Studied engineering instead lol. The mechanical kind tho, not the computer stuff... Thank you for the information. I find it hard to research stuff sometime because when I comes to trading, there is so much "noise" that you find in those queries. I started looking at topology after your video a few months back and I'll definitely check out the Dr. you recommended and thank you for the tips about TradingView. Anyways, thanks for the response, have a good weekend!

[@scorsoneenterprises7230]

@@kylehofmeister6906you too. Happy hunting

[@გრუტი]

You are goated brother. any chance you will be starting a community type of thing? on discord maybe?

[@scorsoneenterprises7230]

@@გრუტი I’m definitely thinking about it. I have something I want to launch so probably after that.

[@გრუტი]

@@scorsoneenterprises7230 okay man, excited

[@asdf154]

Link to your paper! :D

[@scorsoneenterprises7230]

@@asdf154 hmm I didn’t think anyone would want it hahaha. It’s an explanation more on the Eigen vector and value side of things. Maybe I post it on the GitHub soon :)

[@asdf154]

@ethernetwink7230 I'm a nerd :)

[@scorsoneenterprises7230]

@@asdf154 same homie 🤣