R source code example on how to trade using a GARCH Volatility Forecast

Bryan D

Bryan D

R source code example on how to trade using a GARCH Volatility Forecast

I found this link:

http://www.r-bloggers.com/trading-using-garch-volatility-forecast/

I am using RStudio so I can confirm sthat the code seems to be ok but the plots fail with a message;
> plotbt.custom.report.part1(regime.switching.garch, regime.switching, buy.hold)
Error in plot.window(…) : Logarithmic axis must have positive limits
In addition: Warning message:
In xy.coords(x, y, xlabel, ylabel, log) :
  3120 y values <= 0 omitted from logarithmic plo

Could it be the data used? I am not sure but I only need the data anyhow. Looks good but still need to validate it as I get more comfortable with R.

Related Articles

Wishlist Member WooCommerce Plus - Sell Your Membership Products With WooCommerce The Right Way .

Powered by WishList Member - Membership Software