Month: March 2014

Various Matlab GARCH demos as demoed in these videos with source code

Various Matlab GARCH demos as demoed in these videos with source code Matlab GARCH M scripts with generated DLL projects https://www.youtube.com/watch?v=XI0G78Bte8c M CODE: GARCHTOOLBOX.M: %http://radio.feld.cvut.cz/matlab/toolbox/garch/chap1_23.html %Computing a Forecast load Data_MarkPound Y = Data; xyz = price2ret(Y); [coeff, errors, LLF, innovations, sigma] = garchfit(xyz); %Using Default Inputs [sFcast, yFcast] = garchpred(coeff, xyz); [sFcast, yFcast] %Forecasting Over …

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Here are reports of what a Goldman Sachs analyst says about the future of Bitcoin?

http://www.bloomberg.com/news/2014-03-12/goldman-sachs-sees-bitcoin-s-promise-in-payments-over-currency.html Bloomberg TV says it can’t be used as a valid currency due to it’s volatility but could it be traded as a commodity. Is there enough liquidity for it? Also, what happens to it when a more trustful company promote Google Wallet for online payment? Or what about Apple? Future does not look good …

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Source Code Excel with pair trading for trade signals with DotNet C Sharp with Interactive Brokers and MS SQL Server

Source  Code Excel with pair trading for trade signals with DotNet C Sharp with Interactive Brokers and MS SQL Server This is not final code which does not include risk or portfolio management as described in the videos. It is just to show the basic mechanics of order execution and inserting into a database New …

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FX Options: Using Technical Analysis to Improve Directional Trading in UK

The Market Technicians Association (MTA) is delighted to have Tim McCullough – Technical Strategist, Lloyds Bank =================================================================== TOPIC: “FX Options: Using Technical Analysis to Improve Directional Trading”” SPEAKER: Tim McCullough DATE: 13th of March 2014, 19:00 VENUE: CMC Markets, 133 Houndsditch Street, EC3A 7BX > How can I get the details of the event ? …

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Anyone got opinion on combining fat loss analysis with volatility clustering with GARCH?

Anyone got opinion on combining fat loss analysis with volatility clustering with GARCH? I started playing with this in Matlab. This is my next strategy investigation after I verify everything in my basic Excel pair trading system. Here is why I think ths combination is deadly powerful: 1. Volatility clustering with GARCH in Matlab is …

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