Volatility Targeting; Boost Your Quant/Day Trading Capital (with risk management)

What’s up readers, I am sure by now most of you would have checked out the code template. There was a call for putting it in more readable format, so attached below is a Github gist for our paid readers! Today, we go through an essential tactical asset allocation technique called the volatility targeting.

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Equity L/S PM. Computer Science, Statistics, Quantum Mechanics and Computational Finance. Complexity Junkie

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HangukQuant

HangukQuant

Equity L/S PM. Computer Science, Statistics, Quantum Mechanics and Computational Finance. Complexity Junkie

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