Yes this book has a section on modeling volatility using the rugarch functions.
The ACD Method
- Thread starter sbrowne126
- Start date
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
If you are trading energy and want to make sense of a lot of data that EIA provides R can be of tremendous help. You just need to get an EIA API key and can start plotting how full cushing is in no time!
Is that key free? LOL.
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: http://www.eia.gov/opendata/qb.cfm
Do you still think Noble is beyond repair? After seeing today where they were buying up some of their debt on the market and have now sold off the agriculture business to COFCO, seems like that might be a decent sign of improving conditions. Although they didn't really buy that much of their debt back relatively speaking of course.
The destruction in energy is not going to be over until all the bad debt gets liquidated and bankruptcies begin. Will it be Glencore, Noble, whoever. We know how these cycles end and there will be many casualties. I wouldn't start buying any names till these start coming out.
Good old Japan....
On my 30 day lines Gold is about to confirm for me, Copper is resetting and all my equity indexes are still chopping around just below the zero line.
Whats interesting is the rate at which both Gold and Copper firmed up there number lines vs the S&P 500.
Whats interesting is the rate at which both Gold and Copper firmed up there number lines vs the S&P 500.
Yeah I've got my eye on Gold. We have not seen legit follow through in a really long time. I want to see it get through this QTR A up.
I still get amazed watching number lines transition and seeing the reversals in spoos, oil and nat gas.