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More postings to simulate, estimate, forecast, and analyze the markets using these unknown forecasting quant secrets

(Last Updated On: March 13, 2013)

Hi there

Here is the second day of postings of GARCH and other market predictors using Matlab. These are only exclusive to my QuantLabs.net Premium Members so:

–> JOIN NOW FOR IMMEDIATE ACCESS <–

Even a new QuantLabs.net member said:

“Good work on the GARCH stuff – amazing amount of stuff in MATLAB I’d never quite appreciated.”

Forecasting topics include:

Volatility Simulation with GARCH in Matlab

Using ARMA in Matlab

Comparing various GARCH parameters in Matlab

How to infer residuals with GARCH or ARMAX in Matlab

Estimating GARCH parameters in Matlab

Even a live webinar is being planned to handle your questions that come out of this. As a result

–> JOIN NOW FOR IMMEDIATE ACCESS <–

There are so many more benefits in being a QuantLabs.net Premium Members. Go here for the list.

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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