Pssst... Don't tell anyone I told you this... But 69% of "quant trading" is Excel hooked up to TT.
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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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tired: apparel models are dumb af wired: statistical models are dumb af
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