Tag Archives: Econometrics

A research paper PDF on Selective Overview of Nonparametric Methods in Financial Econometrics

A research paper PDF on Selective Overview of Nonparametric Methods in Financial Econometrics

I like non parametric as it is easire to maintain and no calibration. Is there a woot woot in the house?

http://orfe.princeton.edu/~jqfan/papers/03/finance2.pdf

Thanks to Sholom for sending

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Can Matlab Coder to C++ work with GARCH or Black Scholes application with Econometrics toolbox?

Can Matlab Coder to C++ work with GARCH or Black Scholes application with Econometrics toolbox?
Question:
Do you know if we can compile an application using functions in the econometric toolbox? For example a GARCH or Black Scholes application?

Answer:
Are you referring to Matlab Coder? If so, only a subset of Matlab functions are supported but typically 
not including GARCH or Black Scholes. If you are deploying with Builder NE, all Matlab functions are
 supposedly supported.

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LIVE webinar coming on market strategies based on Matlab Econometrics and FInancial toolbox

HI there

I did live for questions on either Financial or Econometrics Matlab
toolbox. This has been posted as shown below but this is exclusive to
my QuantLabs.net Premium Memberships

--> JOIN FOR IMMEDIATE ACCESS NOW <--
<http://quantlabs.net/dlg/sell.php?prodData=m%2C3>

My QuantLabs.net Premiium Member webinar has been posted at 

https://quantlabs.net/blog/2013/03/youtube-video-on-quant-webinar-on-matlab-steadfast-networks-affordable-co-lo-for-fpga-server-requirements-with-x_trader/

I have just posted a video on the next Matlab toolbox which is the
Financial: 

https://quantlabs.net/blog/2013/03/youtube-video-on-quant-webinar-on-matlab-steadfast-networks-affordable-co-lo-for-fpga-server-requirements-with-x_trader/

Do realize I am creating scripts based off the above Financial Toolbox
user guide so this may take a few days.

The complete analysis is done with Matlab Econometrics Toolbox videos
and source samples for the many topics at:

https://quantlabs.net/blog/2013/03/matlab-econometrics-analysis-done-predicting-forex-and-markets-using-garch-arma-regression-unit-root-random-walk-and-volatility/

Remember you can get access to all this here:

--> JOIN FOR IMMEDIATE ACCESS NOW <--
<http://quantlabs.net/dlg/sell.php?prodData=m%2C3>

Get many benefits here. <http://quantlabs.net/quant-member-benefits/>

Thanks for sending
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EXCLUSIVE LIVE webinar coming on market strategies based on Matlab Econometrics and Financial toolbox

HI there

This was just sent to QuantLabs.net Premium Membership which is only EXCLUSIVE to them.

My latest postings on the Econometrics toolbox videos and source samples got a comment from one member who said:

“Congratulations Bryan!  This is an impressive list of accomplishments.  I will try to digest as much of the material as I can before the call.  Looking forward to your continued success!

I am planning to tackle any of your live questions on either Financial or Econometrics Matlab toolbox. I will do my best but I am requesting all questions to be emailed to me just in case research in needed.

This online even will happen this Monday March 18 at 7PM EST.

Please email your specific questions to me over the next day for me to research on. I will answer those questions during the event.  It will also be recorded for those that cannot make it so you can still get your questions answered.

–> JOIN NOW TO GET ACCESS TO THIS EVENT <–

I have just posted a video on the next Matlab toolbox which is the Financial:

https://quantlabs.net/blog/2013/03/youtube-video-on-introducing-the-matlab-financial-toolbox-with-charting-technical-indicators-risk-management-and-way-more/

 

Do realize I am creating scripts based off the above Financial Toolbox user guide so this may take a few days.

The complete analysis is done with Matlab Econometrics Toolbox videos and source samples for the many topics at:

https://quantlabs.net/blog/2013/03/matlab-econometrics-analysis-done-predicting-forex-and-markets-using-garch-arma-regression-unit-root-random-walk-and-volatility/

–> JOIN NOW TO GET ACCESS TO THIS EVENT <–

Here are a load of Membership benefits!

Thanks for sending

Bryan

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LIVE webinar coming on market strategies based on Matlab Econometrics and FInancial toolbox

This was just sent to my QuantLabs.net Premium Member

Get the benefits here 

or JOIN HERE

OR join my FREE Newsletter to learn more

 

 

 

HI there

I am planning to tackle any of your live questions on either Financial or Econometrics Matlab toolbox. I will do my best but I am requesting all questions to be emailed to me just in case research in needed.

This online even will happen this Monday March 18 at 7PM EST.

Please email your specific questions to me over the next day for me to research on. I will answer those questions during the event. It will also be recorded for those that cannot make it so you can still get your questions answered.

I have just posted a video on the next Matlab toolbox which is the Financial Toolbox:

Youtube video on Introducing the Matlab Financial toolbox with charting, technical indicators, risk management and way more

Do realize I am creating scripts based off the above Financial Toolbox user guide so this may take a few days.

The complete analysis is done with Matlab Econometrics Toolbox videos and source samples for the many topics at:

Matlab Econometrics analysis done predicting forex and markets using GARCH, ARMA, regression, unit root, random walk, and volatility

Thanks for sending

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!

Matlab Econometrics analysis done predicting forex and markets using GARCH, ARMA, regression, unit root, random walk, and volatility

This was sent to QuantLabs.net Premium Membership.

Join my QuantLabs.net Premium Membership now

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Hi there

I have completed the Matlab Econetrics analysis of all possible M scripts for marketing forecasting.

Here are the latest and complete  postings on GARCH, ARMAX, regression, and lots more:
    
Complete getRet Matlab M function to load returns of AUD USD forex tick flat file

Comparing GARCH models within Matlab Econometrics toolbox

Demo of complete GARCH workflow in estimation, forecasting, simulation, and analysis

Demo of Unit Root testing for stationary time series in Matlab

Demo of random walk in Matlab
    
Comparing GARCH fits in Matlab

Model construction with GARCH in Matlab

Model section using GARCH / ARMAX in Matlab

Volatility Simulation with GARCH in Matlab

Using ARMA in Matlab

Comparing various GARCH parameters in Matlab

Estimating GARCH parameters in Matlab

Forecasting with GARCH for predicting the markets
    
Using regression demo for fine tuning your estimating the markets
    
Using regression for estimating the markets
    
Forecast Conditional Mean Response using ARIMA

How to infer residuals with GARCH or ARMAX in Matlab

Check them out. Also, I am planning a live webinar next week for all the topic covered until that point. There are lots of topics to cover in the coming weeks as I am now attacking Matlab Financial toolbox.

Bryan

 

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Analysis of forecasting and estimating the stock market with Matlab Econometrics toolboxso now moving on Statistics and Financial

Analysis of forecasting and estimating the stock market with Matlab Econometrics toolbox so now moving on Statistics and Financial toolbox

Yes they are complete for all my members! I am moving onto these other toolboxes with new scripts and videos.

You should consider about joining the membership now.

Or join my FREE newsletter to learn more about this

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Analyzing Matlab Econometrics toolbox to research market estimation for trading strategies on GARCH, ARIMA, Autogressive

Using Matlab Econmetrics toolbox PDF to understand

I am now digging into the Econometric toolbox manual to understand the vast features. This will be the starting point to my new set of trading strategy forecaster strategies which include:

GARCH

Vector Autoregressive (VAR)

ARIMA

There are vairous SDE (Stochastic Differential Equations) including Brownian Motion, CIR, Heston, etc. These will not be a priority right now over the next few months.

Do note that these will take a while to get through so patience will be needed from my membership to accomplish this evaluation as well. This PDF is nearly  800 pages.

Learn more how I will apply these to my open source trading HFT system through my FREE newsletter

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Quant Development: Econometrics Book with Lots of Great VBA Code

Quant Development: Econometrics Book with Lots of Great VBA Code

I found this resource online a while back.
http://www3.wabash.edu/econometrics/index.htm

Chapters:
http://www3.wabash.edu/econometrics/EconometricsBook/index.htm

All files:
http://www3.wabash.edu/econometrics/index.htm

This is a great way to learn VBA for Excel. In addition, as the title suggests, it gives good insight into Econometrics. I learned quite a lot from this code; the book was great too!!

Have gone through the website and have downloaded the book as well. It appears to be a good source to learn Econometrics with VBA.

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Request advice about Matlab Fin / econometrics books

Request advice about Matlab Fin / econometrics books

Can anyone help this guys out with some answers by commenting?

Despite looking desperately, i have not been able to find great books for financial, fixed income, econometrics and spline toolboxes of MATLAB. The documentation / help of MATLAB for these is a far cry from the engineering toolboxes such as control, neural nets , wavelets etc which were not only consistent in terms of fromulae, notations and symbols used but also gave a primer of the basic theory.

Please help me , else i will have to develop my own code from scratch.

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!