[RT] Collaboration on a GARCH DLL Anyone?

[Andrew Peskin <Andrew@xxxxxxxxx>]

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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