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suby
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Status Updates posted by suby
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Happy new year! I hope all is well on your end!
I wanted to ask you a question in regards to trading with ARMA... I believe that this style of trading is a form of dispersion trading when you trade in accordance to stocks volatility. When you model/trade this do you trade equities, futures or options?
Do you backtest the previous volatilities in order to have a better understanding of the volatilities going forward?
Suby