Pssst... Don't tell anyone I told you this... But 69% of "quant trading" is Excel hooked up to TT.
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I'm an idiot, but It really is tho right?
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there is some cute (but simple) math in how you make an n-period ahead vol forecast, and some cute (annoying) math in how you jointly estimate the parameters but the model itself is dumb af
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also you should never jointly estimate the parameters, just plug in some sensible numbers and go
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doing undergrad back when you still had to do this stuff by hand during tests in pen and paper really was a valuable experience in terms of taking the “magic” out of it. for one class we had to implement inline estimators (like welford) and it was one of the most valuable leasons
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