Went Long on the S&P 500

After a long time out (partially due to vacation, partially due to the system keeping me out) it’s time to get involved on the long side. The markets are a bit nervous, so it’s likely not going to be a smooth ride.:)

Comments

  1. dannyb says:

    Hello sir, I love the work you do.
    I have a question for you.

    http://theaverageinvestor.wordpress.com/2011/12/15/more-orthodox-armagarch-trading/

    please see the bottom comment if you would please respond.
    I am trying to recreate your rugarch example and am having issues (as were others)

    Regards

    1. ivannp says:

      Did a bit of investigation, and replied to the comment there. Both R and its packages are changing, quite often too fast for the user’s taste, thus, there is no easy way to provide code that works years after the publication. Not to mention that the purpose of it is illustrative.

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