Ankit GargTrying to understand the ARCH fit. The code is given by:arch = arch_model(ret, mean='zero', vol='ARCH', p=1).fit(disp='off')Jan 25Jan 25
Ankit GargBacktests, Trading Calls & Fake GurusHow they all are rigged to fool youFeb 27, 2022Feb 27, 2022
Ankit GargWhen to stop trading a strategy?Is Twice the Historical Max DD from Back Test a good measure?Feb 25, 20226Feb 25, 20226
Ankit GargMarket Microstructure 101 — Part IUnderstanding the market participants & their motivation to tradeOct 11, 2021Oct 11, 2021