Combo of volatility clustering,GARCH,fat tail analysis be EXTREME highest potential if profit in quant algo automated trading?

Combo of volatility clustering,GARCH,fat tail analysis be EXTREME highest potential if profit in quant algo automated trading? Let me know your thought by responding to this forum posting: http://quantlabs.net/academy/forum/quant-academy-forum/anyone-got-opinion-on-combining-fat-loss-analysis-with-volatility-clustering-with-garch/#p353 Or just commenting below. If you got ideas, let me know privately even because I think this is something not ever talked about or publicly commented …

Combo of volatility clustering,GARCH,fat tail analysis be EXTREME highest potential if profit in quant algo automated trading? Read More »