Skip to main content

Explore our questions

0 votes
1 answer
277 views

Garch Model with Vix as external regressor un dummy rugarch r studio

2 votes
1 answer
1k views

forecast using rugarch in r

1 vote
1 answer
1k views

Python - yahoo finance options data - volatility smile plot

5 votes
1 answer
742 views

VAR-aDCC full ARCH and GARCH parameter matrices in R

2 votes
1 answer
756 views

Market impact power law fitting confusion

-2 votes
1 answer
53 views

QuantLib issue with creating a FixedRateBond

1 vote
1 answer
302 views

The best approach for screening ATH values for equities

0 votes
1 answer
93 views

How to design an effective reward function for RL-based FX hedging strategy?

0 votes
1 answer
53 views

Convergence of Numerical Methods on Lookback Options in R

0 votes
2 answers
444 views

Calculate return for a set of securities downloaded using quantmod

2 votes
3 answers
4k views

Robust standard errors in GARCH modelling (rugarch)

27 votes
7 answers
5k views

What kind of basic framework or application do you use to run your trading algorithms?

2 votes
0 answers
410 views

Adjoint Automatic Differentiation

7 votes
2 answers
4k views

What is the best solution to use QuantLib within Excel?

Browse more Questions