Forecasting Realized Volatility with HAR-RV
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You show us a new way to look at trading. We like to take a different approach too. Look at: http://selloptionpremium.com/blog/how-will-standard-deviation-help-in-trading/
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Hi - tks for sharing - is it possible to get some code samples of this volatility article, to play with it? Tks again L.
https://mathtrading.wordpress.com/2012/05/07/realized-volatility/comment-page-1/#comment-336
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In reply to E. Hi Eran, Thanks for sharing it. Andrea
You can find code for the model and some high frequency data here: http://eranraviv.com/blog/a-simple-model-for-realized-volatility/ Both in R software.