Volatility Forecasting with GARCH: A BIST 100 Case Study
From testing ARCH effects to interpreting GARCH(1,1) parameters: modelling volatility clustering step by step.
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Notes on algorithmic strategy research, backtesting discipline, data quality and quantitative thinking.
Stationarity Tests: ADF, KPSS and Why You Should Use Both
The logic of unit-root tests, their power problems, and the most common mistakes with price series.
Intro to Portfolio Optimization: From Markowitz to Risk-Based Weighting
The theory of mean-variance optimization, its fragilities and practical alternatives.