An intraday trading strategy leveraging the GARCH model to forecast stock volatility and optimize trading decisions. Features data preprocessing, volatility modeling, and performance evaluation through backtesting on historical intraday data.
-
Notifications
You must be signed in to change notification settings - Fork 0
An intraday trading strategy leveraging the GARCH model to forecast stock volatility and optimize trading decisions. Features data preprocessing, volatility modeling, and performance evaluation through backtesting on historical intraday data.
Xtley001/Intraday-Strategy-Using-GARCH-Model
Folders and files
| Name | Name | Last commit message | Last commit date | |
|---|---|---|---|---|
Repository files navigation
About
An intraday trading strategy leveraging the GARCH model to forecast stock volatility and optimize trading decisions. Features data preprocessing, volatility modeling, and performance evaluation through backtesting on historical intraday data.
Resources
Stars
Watchers
Forks
Releases
No releases published
Packages 0
No packages published