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.
#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
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
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 😜
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
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
Can we talk about our #Garch problem?
@mnutty has a few words about the Garch problem
Attached: 1 image 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
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
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
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!
Hasan Ali Gültekin
Alex Zap
Martin Nutty
tanya tussing