Example of Stock statistic daily return moves

These are typical charts you would be able to find in my daily trading analysis over at Quant Analytics https://quantlabs.net/analytics/order-analytics/ Similar Python script can be found in this course  https://quantlabs.net/analytics/overview-python-infrastructure-building-blocks/ Here are the downloadable files as demonstrated AAPL_Stats FB_Stats IBM_Stats

Brownian Motion example works from sde R package

Brownian Motion example works from sde R package To do Brownian motion, I have confirmed the examples of BM() works from the sde R package: plot(BM()) plot(BBridge()) plot(GBM()) http://cran.r-project.org/web/packages/sde/sde.pdf  

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

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 […]

Crucial and many helpful R packages and research papers for finance and HFT with quant model, algo, and strategy example

Crucial and many helpful R packages and research papers for finance and HFT with quant  model, algo, and strategy example Note none of these have NOT been verified or validated yet but don’t mind me, I feel like a kid in a candy factory with these! With Interactive Brokers and R: http://blog.fosstrading.com/2010/05/introducing-ibrokers-and-jeff-ryan.html http://cran.r-project.org/web/packages/IBrokers/vignettes/RealTime.pdf Implied volatility: […]