Sample Time Series Forecasting Method
by
jadinv
Volatility FIEGARCH Model mimicking the results from the Financial Journal Article, \"Volatility Forecasting with Range Based Egarch Models\", Brandt, Jones, 2006.
About Me
Extensive Financial Programming experience with heavy Trading Brokerage API exposure (Rithmic, Interactive Brokers, Sterling, MBTrading, Trading Technologies, TDAmeritrade). C++, C#, VB.NET, VBA. Very proficient integrating all languages with Excel for data input/output, manipulation, and presentation.