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16:37 correction: I think he meant say the GARCH predicted realised vol and not IV
At around 10:00, Dr. Chan said that this is difficult to make a strategy betting on the sign of volatility change, what about derivatives? It is a good tool I think, adapted to these types of trades
I was thinking the same
@@CS_n00b I’m going to make a machine learning model for forecasting volatility
omg ZACH GALIFIANAKIS GIVING THE INTRO.
Who is that
в общем - бабушка надвое сказала. Сомнительные преемущества, больше притянуто за уши.
16:37 correction: I think he meant say the GARCH predicted realised vol and not IV
At around 10:00, Dr. Chan said that this is difficult to make a strategy betting on the sign of volatility change, what about derivatives? It is a good tool I think, adapted to these types of trades
I was thinking the same
@@CS_n00b I’m going to make a machine learning model for forecasting volatility
omg ZACH GALIFIANAKIS GIVING THE INTRO.
Who is that
в общем - бабушка надвое сказала. Сомнительные преемущества, больше притянуто за уши.