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...
Hmm his advise to hold oil ETF for 18 months is horrible especially if we get to that real steep contango hoop is talking about :)
Yeah probably you are right and his timing is certainly off. To his defense he admitted that his views are dogmatic and said that slowdown in...
Kyle bass interview and energy outlook
For this something like evernote might be very valuable tool (especially with its webclipper plugin). Or alternatively ms office one note.
I think underground storage is just the way how this market works physically. Gas is always pumped to the underground storage for the winter...
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