What are your opinions of these highly profitable quant and HFT forecasting model algorithms?
What are your opinions of these highly profitable quant and HFT forecasting model algorithms? I am looking for opinions on the following modelling types GARCH and the reason why it is really good: http://quantlabs.net/academy/forum/quant-academy-forum/anyone-got-opinion-on-combining-fat-loss-analysis-with-volatility-clustering-with-garch/ ARIMA/AR MCMC (Markov Chain Monte Carlo) Mean Reversion These are some of the more popular model forecasting type quant and high …