R source code coming soon to do volatility forecasting, pair trading, cointegration, estimating, simulation, and way much more!

(Last Updated On: May 30, 2012)

R source code coming soon to do volatility forecasting, pair trading, cointegration, estimating, simulation, and way much more!
As a continuation of my Algorithm, Modelling, and Strategy Development courses, I will be posting R source code to show how to do the following in the coming weeks:
1.    Trade using a GARCH volatility forecast
2.    Modelling for VAR, for simulation/estimation, Statistical Test, Cointegration with Engle & Granger Two-Step Procedure, benchmarks, Autoregressive moving average models
3.    Proper time series analysis with simple component analysis, linear filtering, decomposition, regression analysis, exponential smoothing and prediction, autocorrelation, and parameter estimation and prediction with ARIMA models.
4.    Pair trading with plotting spreads,  Dickey–Fuller  and Phillips-Perron tests, estimate parameters for back testing, creating trade signals, and back testing performance.
Remember that R is totally free as it based on open source.
As you can imagine, this will be highly valuable as QuantLabs.net will be entering a serious effort in implementing these. I have turned away several capital providers wanting me to implement these but they are not quite there yet.  If you are interested in these with many others coming, I would definitely get in the action NOW!
So don’t just there? Start learning how to accurately predict market moving events like volatility and pricing trends.
Get even more benfits including our HFT and Algo Development courses, software tool kits, and way more!
Thanks Bryan


NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!
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About caustic

Hi i there My name is Bryan Downing. I am part of a company called QuantLabs.Net This is specifically a company with a high profile blog about technology, trading, financial, investment, quant, etc. It posts things on how to do job interviews with large companies like Morgan Stanley, Bloomberg, Citibank, and IBM. It also posts different unique tips and tricks on Java, C++, or C programming. It posts about different techniques in learning about Matlab and building models or strategies. There is a lot here if you are into venturing into the financial world like quant or technical analysis. It also discusses the future generation of trading and programming Specialties: C++, Java, C#, Matlab, quant, models, strategies, technical analysis, linux, windows P.S. I have been known to be the worst typist. Do not be offended by it as I like to bang stuff out and put priorty of what I do over typing. Maybe one day I can get a full time copy editor to help out. Do note I prefer videos as they are much easier to produce so check out my many video at youtube.com/quantlabs