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

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.    …

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