@RohOnChain I've tested this exact framework and found that the ARIMA+GARCH directional signal alone is too weak to trade profitably. The vol-scaling part is genuinely useful but the edge comes from orthogonal information sources.
@WhaleChart I thought crypto is going to ATHs is because is provides value! #Bitcoin - no middle man. #Ethereum - smart contracts. #xrp - remittances, #doge - you love Elon ;)