Recent Content by GamblerTraderInvestor

  1. GARCH

    @TheBigShort is there data / papers showing that GARCH is better than HV for lookahead vol
    Post by: GamblerTraderInvestor, Jun 23, 2024 in forum: Options

  2. How do you check for market holidays (any modules)?

    Can vouch for pandas market calendars I use it extensively. Just install the module using pip and set it to NYSE for american markets. An example...
    Post by: GamblerTraderInvestor, Jun 23, 2024 in forum: App Development