Yes this book has a section on modeling volatility using the rugarch functions.
Hadley Wickham has written some brilliant packages for R. Most of his packages actually are wrappers for "C" so they are really quick. I believe...
Thats an Aup in my book :-)
Here is a great into into using rvest and SelectorGadget in R to scrape data from web pages. I also use the XML package for web scraping tables...
I am not sure if you are familiar with it but "R" can do most of that. If I get the time I will code something up and see what it looks like....
Perhaps we should make a number line of post frequency on here. :-)
Very true but I did recognize similar low activity levels around the end of August. Its seems that when the charts gets gappy so too does the posting.
I guess that since ACD does a good job of stopping us from trading only when we need too, the post frequency is likely to drop when those...
Thats quite interesting Bob and thanks for posting. Has anybody here looked into using ACD for "Good news bad action"? when I have sometime I...
Hi Robert, Are you using conventional scoring or personalized as I have quite a different number 30 day to you at the moment. My UUP 30 day is...
My main work is as a commercial diver which as you can all imagine has been quite hard hit by the oil prices. On the plus side the cartoons are...
I feel a squeeze coming on...
Failed A downs USDCAD and failed Aups CADJPY. Got caught copy and pasting :-)
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Quite a good example of good news bad action....
Yesterday was a good day for homegamers partaking in the Fx fun. USDCAD textbook failure of the weekly & daily A up. USDJPY textbook failure of...
StockTwits agrees with you Mav.. [ATTACH]
ACD offered some nice intra-day failures yesterday to join in the fun :-)
I have Pm´d you.
What lookback period are you looking for and do you need tick or would something like > 1 min TF be ok? I may have some I can send you if tell me...
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