It wasn't until I reached this level in quantitative analysis that I realized some things cannot be expressed through data, even when they are very clear. However, the data still cannot express them accurately. I estimate that many quantitative analyses ultimately involve using arch or garch models for feature identification, but I believe this approach is currently very difficult to implement unless it is not purely CTA quantitative analysis, but rather quantitative analysis that leans towards neutral hedging or arbitrage.
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It wasn't until I reached this level in quantitative analysis that I realized some things cannot be expressed through data, even when they are very clear. However, the data still cannot express them accurately. I estimate that many quantitative analyses ultimately involve using arch or garch models for feature identification, but I believe this approach is currently very difficult to implement unless it is not purely CTA quantitative analysis, but rather quantitative analysis that leans towards neutral hedging or arbitrage.