This repo contains research and modeling for volatility forecasting using GARCH theory and other statistical techniques. Focused on futures instruments like MES, MYM, MGC, and FX (M6E), it supports ...

An object-oriented, Walk-Forward quantitative risk engine designed to estimate 99% Value at Risk (VaR) and 97.5% Expected Shortfall (ES) for a multi-asset portfolio. This model bypasses the flawed ...

Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...

Abstract: Generalized autoregressive conditional heteroscedasticity (GARCH) models have long been considered as one of the most successful families of approaches for volatility modeling in financial ...

For the past month and a half, I’ve been working on an independent project exploring systematic trading in WTI crude oil markets. What initially drew me to this was how sensitive WTI prices are to ...

𝗪𝗲 𝗞𝗶𝗹𝗹𝗲𝗱 𝘁𝗵𝗲 𝗣𝘆𝘁𝗵𝗼𝗻 𝗩𝗠 𝗳𝗼𝗿 𝗢𝘂𝗿 𝗘𝗻𝗴𝗶𝗻𝗲 We built a treasure hunt engine for 40,000 users. Python failed us. The CPU hit 85 percent. Memory grew too fast. The GIL ...