GARCH Model Video and Python code

Installations & Python Packages
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Course Name: Position Sizing in Trading, Section No: 8, Unit No: 14, Unit type: Quiz

The Position Sizing in Trading has a topic for GARCH  model  but I cannot find any explanation about  it  nor python code. Where can I find the GARCH Model Video and Python code? How it is used in Volatility Targeting and other Position Sizing techniques? 

It looks like one of the half-baked  courses  that I've enrolled.

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I don't know why my question was posted twice. Please delete this duplicated question.

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Hey Marcus,



The GARCH model is briefly explained in Unit 8 of Section 8 from 2:00 to 2:55. The scope of this video is to cover different volatility models, one of which is the GARCH model.



Hope this helps!



Thanks,

Rushda Ansari

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Hi Rushda,



Thank you for letting me know about the video of the GARCH model. The video didn't explain it well. I'm not sure how it was used in Volatility Targeting.



I agree that the scope is about Volatility Model and Section 8, Unit 15 has the python code for all volatility models but GARCH is missing. Why is was missing? It should be there if the scope if about  Volatility Model.

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Hi Marcus,



Allow us some time to look into this, we'll get back to you shortly.



Thanks,

Rushda Ansari

6

Hi Marcus,



Based on your suggestion we have added the code for GARCH model in Section 8 Unit 15 of the course.



Hope you find this helpful!



Thanks,

Rushda