Tag Archives: GARCH

Don’t get left behind in your learning marketing forecasting using classic quant methods like GARCH

HI there I have started demonstrating to my QuantLabs.net Premium Members different ways to predict the stock markets using  popular quant analysis techniques. I have already developed about 15-20 new scripts just from the Matlab Econometric toolbox alone. –> JOIN NOW TO GET IMMEDIATE ACCESS <– This includes topics on: 1. When to use which…

Continue Reading →

Difference between Black Scholes vs GARCH?

Difference between Black Scholes vs GARCH? Question from someone via my newsletter: I have developed and implemented a method for computing volatility using  black&scholes with (strike, maturity, call prices, interest rate and constant return on asset), i have simulated data, my question concerning data : in general strike and maturity have a vector with 8…

Continue Reading →

Demos of GARCH of market foreacting with volatility variance and more with Matlab 2013b

Demos of GARCH of market foreacting with volatility variance and more with Matlab 2013b All source code in the M script is available to my Elite Quants Join my FREE newsletter to learn more about GARCH or Matlab potential  NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don’t worry…

Continue Reading →

Demo of Garch Prediction of Forex Data with older Matlab functions

Demo of Garch Prediction of Forex Data with older Matlab functions Tutorial: http://radio.feld.cvut.cz/matlab/toolbox/garch/chap1_23.html Useful links from video: http://www.mathworks.com/help/econ/garchfit.html http://www.mathworks.com/help/econ/garchpred.html Asymptotic meaning: http://answers.yahoo.com/question/index?qid=20081030122228AAb0SRo Join my FREE newsletter to kearn more forecasting the markets with Matlab  NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don’t worry as I don’t post stupid…

Continue Reading →

Garch with volatility clustering and Matlab new Garch example

Garch with volatility clustering and Matlab new Garch example GARCH definition: http://www.investopedia.com/terms/g/garch.asp Source script here: http://www.mathworks.com/help/econ/conduct-a-likelihood-ratio-test.html Detail on each function or class: http://www.mathworks.com/help/econ/garch-class.html?searchHighlight=garch http://www.mathworks.com/help/econ/garch.estimate.html?searchHighlight=estimate http://www.mathworks.com/help/econ/lratiotest.html http://www.mathworks.com/help/econ/price2ret.html Join our FREE newsletter to learn more about these type of Matlab tutorials   NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don’t…

Continue Reading →

Combo of volatility clustering,GARCH,fat tail analysis be EXTREME highest potential if profit in quant algo automated trading?

Combo of volatility clustering,GARCH,fat tail analysis be EXTREME highest potential if profit in quant algo automated trading? Let me know your thought by responding to this forum posting: http://quantlabs.net/academy/forum/quant-academy-forum/anyone-got-opinion-on-combining-fat-loss-analysis-with-volatility-clustering-with-garch/#p353 Or just commenting below. If you got ideas, let me know privately even because I think this is something not ever talked about or publicly commented…

Continue Reading →

Can Matlab Coder to C++ work with GARCH or Black Scholes application with Econometrics toolbox?

Can Matlab Coder to C++ work with GARCH or Black Scholes application with Econometrics toolbox? Question: Do you know if we can compile an application using functions in the econometric toolbox? For example a GARCH or Black Scholes application? Answer: Are you referring to Matlab Coder? If so, only a subset of Matlab functions are…

Continue Reading →

Survey says! Next chosen quant trading strategy model forecasting types to be focused on will be Pairs Trading and GARCH

Survey says! Next chosen  quant trading strategy model forecasting types to be focused on will be Pairs Trading and GARCH This according to my survey of http://quantlabs.net/surveys/2012/06/29/what-financial-forecasting-model-type-do-you-focus-on-within-r-or-other-statistical-tool/ We have played with a moving average indicator so now we focus on Pair Trading and GARCH! My prediction will be that the pairs trading will most likely…

Continue Reading →

Which are my fave GARCH R packages for financial forecasting and future a trading models for lucractive strategy

Which RDMS or NOSQL database do you use for R? MySQL, Cassandra,  HBase, MongoDB, Oracle, PostgreSQL, CouchDB, SQLite? Join my FREE newsletter to say what gets posted about R ! This R survey is kind of important. It will show a few things: Which R most users use regardless if they are commercial vs open…

Continue Reading →

Latest batch of optimitals ways to predict the markets using GARCH, ARMA, etc

HI there I have never posted as many videos in one day as I have done yesterday. I am covering the various topics in market prediction, forecasting, simulation, and analysis with the Matlab Econometrics toolbox. Do realize each posting does get a treatment of a source code walkthrough video with the corresponding Matlab M script.…

Continue Reading →

Page 1 of 4