At the end of 2022, I stopped actively contributing to this forum. I may still check in and answer a few questions from time to time.

I took particular pleasure in answering the following questions:

• The SHAR model.

• Realized GARCH & Linking realized measures to realized models.

• Negative $\gamma$-value for the GJR-GARCH model.

• Out-of-sample performance metrics & forecast comparison analyses for realized volatility.

• Empirical evaluation of realized measures for out-of-sample forecasting.

• Statistical methods to compare different portfolio rebalancing schemes.

• Recent machine learning developments in QF domain.

• Deriving the stochastic equations in "High frequency trading in the limit order book" by Avellaneda et al.

“The man who asks a question is a fool for a minute, the man who does not ask is a fool for life.”

– Confucius.