Hi there
Interested in learning about one of those most popular methods in forecasting markets?
Here is a more detailed set of R scripts with source code walkthrough demo
1. Backtesting a set of strategies
2. Jeff Augen example of volatility-spikes
3. Mean Reversion with Volatility spikes
4. Euler- demo with Ornstein Uhlenbeck process which is a low level mean reversion
If you are interested in seeing this, please join my membership to get immediate access.
Got questions or comments,
Let me know
Bryan