How to Estimate Volatility with EWMA (Risk Control) — Python Solution

A simple volatility estimate you can use for position sizing and risk limits.
EWMA reacts faster than a simple rolling window and captures volatility clustering with one clean update rule.

This post shows the method, Python code, and how to turn σ̂ into a practical risk control.

:medium: https://hasanaligultekin.medium.com/how-to-estimate-volatility-with-ewma-risk-control-python-solution-08234324c518

#Python #Quant #Volatility #RiskManagement #Trading #investing

@programming @ai @pythonclcoding @chartrdaily

Portfolio Optimization with Python: Mean–Variance vs. Risk Parity vs. Minimum Volatility

This post shows how each method allocates risk and returns, then compares them fairly using the same data, the same rebalancing, and the same metrics in Python.

:medium: https://medium.com/@hasanaligultekin/portfolio-optimization-with-python-mean-variance-vs-risk-parity-vs-min-vol-28fee8192d2f

#Python #Quant #Portfolio #Investing #RiskManagement #machineLearning #technology #writing #ai #programming

@programming @ai @theartificialintelligence @pythonclcoding @towardsdatascience @chartrdaily

📰 "Casimir effect with dielectric matter in salted water and implications at the cell scale"
https://arxiv.org/abs/2601.09020
#Cond-Mat.Mes-Hall #Physics.Chem-Ph #Physics.Optics #Quant-Ph #Actin

GARCH Volatility Modeling with Python: Risk-Adjusted Position Sizing

Use tomorrow’s volatility estimate to size today’s position—so risk stays stable when markets do not.

This post shows how to forecast volatility with GARCH, convert it into a position multiplier, and sanity-check the result with standardized residuals and simple diagnostics in Python.

🔗 https://medium.com/@hasanaligultekin/garch-volatility-modeling-with-python-risk-adjusted-position-sizing-fa21bdd28131

#Quant #Volatility #GARCH #Python #Trading #DataScience

@medium @towardsdatascience @programming @pythonclcoding

Particle Filters in Trading: Detecting Volatility Regime Shifts with Python
How to track quiet vs. turbulent markets as a hidden state.
Rolling volatility reacts late. A particle filter can track a hidden “regime” that shifts faster when markets change. This post explains the idea and implements it in Python with clear outputs.

🔗 https://medium.com/towards-artificial-intelligence/particle-filters-in-trading-detecting-volatility-regime-shifts-with-python-b116c2f93275

#Quant #Trading #Python #TimeSeries #Volatility
@medium @towardsdatascience @programming @pythonclcoding @chartrdaily

How to Estimate the Efficient Price with a Kalman Filter (Market Noise Model) — Python Solution
Market prices are noisy. The “efficient price” is the hidden signal behind the noise.
This post shows how to model price + noise with a Kalman Filter and implement it in Python (step-by-step).

🔗 https://medium.com/@hasanaligultekin/how-to-estimate-the-efficient-price-with-a-kalman-filter-market-noise-model-python-solution-a39368cd146b?sk=7f1d2f75d93771a40c470835759ff50f

#Quant #Finance #Python #TimeSeries #KalmanFilter
@chartrdaily @pythonclcoding @theartificialintelligence @programming @towardsdatascience

@kaschmir @digitalcourage
Vielen Dank für die Infos.
Allerdings stellt sich mir die Frage, leider immer wieder, warum Signal als Alternative für WhatsApp angegeben wird - m.E. unterliegt auch Signal den "Datenschutz"-Regeln der USA und damit nicht den europäischen Datenschutz-Regeln.
Darüber hinaus gibt es inzwischen viele europäische alternative Angebote zu WhatsApp, Google, ....
Wo?
Hier: https://european-alternatives.eu/de 👍

Meine bevorzugten Alternativen sind:

#ginlo2 (statt WhatsApp)
https://www.ginlo.net/downloads/

#Quant (statt Google)
https://www.qwant.com

diverse Online- und Offline-Shops, z.B. Buchladen vor Ort, OTTO

#Firefox (statt Chrome)

#mastodon statt (#X, #Facebook, #Instagram) 😉

Und mein Handy ist natürlich ein Fairphone - mit franz. Betriebssystem.

Als nächstes ist dann wohl Linux dran...

📰 "Finite-Temperature Thermally-Assisted-Occupation Density Functional Theory, Ab Initio Molecular Dynamics, and Quantum Mechanics/Molecular Mechanics Methods"
https://arxiv.org/abs/2512.20313 #Physics.Comp-Ph #Physics.Chem-Ph #Cond-Mat.Str-El #Quant-Ph #Dynamics #Matrix

📰 "Subcellular Metabolic Tracking Using Fluorescent Nanodiamonds Relaxometry"
https://arxiv.org/abs/2512.17931 #Physics.Bio-Ph #Dynamics #Quant-Ph #Cell

📰 "Tensor network approaches for plasma dynamics"
https://arxiv.org/abs/2512.15924 #Physics.Plasm-Ph #Dynamics #Quant-Ph #Matrix

📰 "Magneto-optical Kerr effect in pump-probe setups"
https://arxiv.org/abs/2512.16014 #Cond-Mat.Mtrl-Sci #Physics.Optics #Dynamics #Quant-Ph #Matrix

📰 "Quantum Correlation and Synchronisation-Enhanced Energy Transfer in Driven-Dissipative Light-Harvesting Dimers"
https://arxiv.org/abs/2512.12660 #Physics.Bio-Ph #Quant-Ph #Dynamics #Matrix

📰 "Negative Marginal Densities in Mixed Quantum-Classical Liouville Dynamics"
https://arxiv.org/abs/2512.11174 #Physics.Chem-Ph #Dynamics #Quant-Ph #Matrix

📰 "On the Potential of Microtubules for Scalable Quantum Computation"
https://arxiv.org/abs/2505.20364
#Cond-Mat.Dis-Nn #Physics.Bio-Ph #Microtubule #Quant-Ph

📰 "Tensor-network approach to quantum optical state evolution beyond the Fock basis"
https://arxiv.org/abs/2511.15295 #Physics.Comp-Ph #Physics.Optics #Dynamics #Quant-Ph #Matrix

📰 "Wigner representation enables the exact derivation of the atom interferometer phase, unlike the path integral approach"
https://arxiv.org/abs/2508.08475 #Physics.Atom-Ph #Quant-Ph #Matrix #Forces

📰 "From Heisenberg and Schr\"odinger to the P vs. NP Problem"
https://arxiv.org/abs/2511.07502 #Physics.Hist-Ph #Mechanics #Quant-Ph #Matrix

📰 "Unified Effective Field Theory for Nonlinear and Quantum Optics"
https://arxiv.org/abs/2511.04118 #Physics.Optics #Dynamics #Quant-Ph #Matrix

📰 "Quantum-inspired space-time PDE solver and dynamic mode decomposition"
https://arxiv.org/abs/2510.21767 #Physics.Comp-Ph #Quant-Ph #Dynamics #Math.Na #Matrix #Cs.Na

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