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I am interested in coding up a DLL for TS which will calculate
volatility using the GARCH model. The mathematics of this are a little
daunting for me. If anyone out there has an interest in assisting me
with the algorithm for this, let me know. Perhaps we can work together
and arrive at a solid finished result which we both could utilize in our
research.
Please respond directly to me at andrew@xxxxxxxxxx I am looking forward
to hearing back from you.
Regards,
Andrew
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