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I am interested in using/evaluating a measure of market volatility
derived from the GARCH model. I would be interested in working with
anyone who possesses a strong enough knowledge of mathematics and/or the
GARCH process, in order to code this routine and DLL. Once completed
the DLL could be used in any TradeStation ELA routine, VC, or VB
application. I have the coding skills necessary to code the DLL, I just
need someone to explain to me what exactly is going on in GARCH.
Anyone interested in pursuing this project, please contact me and let me
know.
Andrew
PS - If anyone has the full source code for GARCH, in either Basic (VB
or PB), C/C++, or Fortran, all the better.
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