I never did anything with garch but there are some packages for multivariate garch (e.g....
I might be wrong but I think this is not a bear market yet. Chinese still haven't capitulated yet and could potentially surprise us. This year is...
Yeah I am confused too. Chinese intervention which started the unwind of carry trades?
Yeah I noticed that too yesterday and become a bit hesitant to buy usdcad even though I planned to do just that @~1.4
Yes, you just need to register here: http://www.eia.gov/opendata/register.cfm And here you can browse what data you can access through API:...
Most packages can be found through google. One interesting R package I found is this: https://cran.r-project.org/web/packages/EIAdata/index.html...
Best way to start for a begginer: https://www.datacamp.com/courses/free-introduction-to-r
Easy and nice visualizations, statistics, back testing etc.. Here is the blog to give you an idea how does it look like:...
Gold up, stocks up, seems market is pricing in very dovish fed. QE4? :)
On average maybe (counting the years with spikes to 1000+), but I think it usually ends up something like -100/-150 once it is clear that there...
Anyone noticed OIL etf? http://www.zerohedge.com/news/2016-01-22/barclays-rigged-its-oil-etn-limiting-new-creation-units
Jeez how much Carl Icahn is loosing now on CHK and LNG? I guess maybe its safer to buy their bonds now. That way maybe it would be possible to get...
Also expensive position. Check out IB for example: https://www.interactivebrokers.com/en/index.php?f=interest&p=schedule2. Imagine you have a bad...
IQFeed is easiest and cheapest option. You can try it out for free for 2 weeks.
Hmm one idea could be to try your luck with timing and buy BABA when real trouble with china banking sector starts. By that time it will probably...
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