1. Up and Down days in GBPUSD and a Filter
  2. Getting data of sub-sector indexes of an S&P 500 index sector using QuantMod in R

  3. Generating surface of Kernel Density Estimates over time

  4. Why does the Weak Form of Market Efficiency and Markov Property hold?
  5. Why (most) quants think that the risk-neutral measure should not be used for financial forecasting?
  6. Time series edge minmax probability
  7. ARMA+GARCH prediction with package rugarch (R)
  8. Price is Log-normal distributed, yet the return is non-normal
  9. Fitting Copula and Simulation

  10. Close and Adjusted Close in Interactive Brokers API and Yahoo Finance
  11. Shannon's entropy for financial times-series (return)
  12. Determine GARCH(1,1) from a mean reverting time series recursion

  13. Interpreting ACF/PACF of return series

  14. R Calculate future price range and plot the result
  15. Augmented Dickey-Fuller Questions
  16. Log-periodic power law model: is it a continuous or discrete-time process?

  17. Fractional Brownian motion - probability density function of the increments

  18. R Mean Reversion Estimate on Funds

  19. Estimate an AR(1) model from returns
  20. Creating a synthetic future
  21. Are two identical time series cointegrated?

  22. How to convert weekly data to monthly in r (or in Julia)
  23. Interpretation Trend/Cycle Filter

  24. ARMA-GARCH Forecasting

  25. How to use exponential smoothing for trading?

  26. Why should we care if the "squares of returns are independently distributed over time" to choose an adequate model of the distribution of returns?

  27. Where to find historical fundamental data of S&P constituents in Thomson Reuters database?
  28. Categorizing different periods of time series data

  29. Reverse chronological time-series / inverse time-series

  30. Trouble computing the VaR for Student's t-distribution for a minimum-variance portfolio composed of four cryptocurrencies (BTC, ETH, LTC, and XMR)

  31. Is the average of independent Brownian Motions still a Brownian Motion?
  32. What is a good algorithm to predict volatility in metals commodity markets?

  33. Europe Biotechnology market index data series

  34. adding dummy variable to ts object in r for particular quarter

  35. Choosing the right statistical test for Mutual Fund Performance Evaluation

  36. Online algorithm for calculating EWMA at irregular intervals?

  37. Imposing Restrictions on Cointegrating Vectors, R example
  38. which method is the roubust method to estimate the Hurst parameter?
  39. Application of time series analysis to Bitcoin prices
  40. Which library shall I use for time series analysis in Java?
  41. Is my data fittet to be significant?
  42. principal component analysis on non stationary data
  43. VaR estimation when returns are not independent, e.g. ARCH

  44. How to know if a time series is trending or mean reverting?

  45. Calibration of a GBM - what should dt be?
  46. How to find coefficient that will minimize the distance between few times series

  47. What is a stationary process?

  48. Hourly Returns Statistical test
  49. Testing whether a process is a Wiener process

  50. Looking at distribution of yearly returns of time series

  51. Counterintuitive time varying Beta with Kalman filter
  52. Information criteria via different GARCH models

  53. Estimate conditional SD with rugarch package for different series than what used for model estimation
  54. Time Series analysis --- Overnight gap

  55. How can I compare 30 day implied volatility forecasts with GARCH forecasts?

  56. Granger causality with stocks and CDS
  57. Binary probit model: relevant which outcome is 1?

  58. Applications for missing data, artifacts/spikes
  59. What is the best way of updating data while using Empirical Mode Decomposition to analyze

  60. VAR models when examining relationships between financial markets

  61. Is a linear combination of GARCH processes also a GARCH process?
  62. Investigating a question: "Does commodity price volatility scale with price level?"

  63. Data Issue: Observations in Portfolio Construction
  64. Wavelet transform (the à trous time-based decomposition) in R

  65. DCC GARCH: specifying ARCH and GARCH parameter matrices in STATA

  66. time series for futures roll
  67. Mean and standard deviation of price series with Kalman

  68. Performance of Open Source Time Series Database for Financial Market Data

  69. Two time series similarity with slightly offset timestamps
  70. Is my demand prediction too low?

  71. Detecting stochastic volatility

  72. Calculation of dividend yield from index returns
  73. Dealing with misaligned dates for trend-following strategy?
  74. Most GUI user friendly Time series Econometrics software for modelling and Forecasting GARCH models

  75. z-score versus log standardisation of stock prices for calculating correlation; which to use (in ML clustering, distance measure)?
  76. PLS-Path Modeling on time series
  77. Questions on the concept of GARCH model

  78. Quantmod - converting daily data to weekly data (changing time intervals from monday to monday)
  79. How to check if relationship between two variable changes over time?

  80. Error when trying to estimate a Markov-switching Var model in R
  81. Correct procedure for modelling GARCH for forecasting volatility of stock Index returns
  82. forecast using rugarch in r

  83. What's the exact definition of alpha?

  84. Squared and Absolute Returns

  85. Data on morocco exchange reserves

  86. Combine future contracts into time series

  87. Rotations and Shifts in the f-GARCH News Impact Curve

  88. How much data is needed to validate a short-horizon trading strategy?

  89. Lagged dependent variable, yes or no?

  90. Forecasting volatility with rugarch and Covariance Matrix
  91. Reference request: Quantitative approaches to market abuse detection

  92. VEC GARCH (1,1) for 4 time series
  93. Historical Daily/Monthly NAV for Closed End Funds - known duplicate but unanswered previously
  94. GARCH model and prediction
  95. Economic variables' influence on stock market volatility: cross section vs. time series

  96. Is this a viable method for testing market making strategies?
  97. Mean reverting process with observation
  98. Reliable data sources of 1,2,3,5,10,30,60,320 minute S&P500 O,H,L,C,V data

  99. Use of ACD to model transaction durations

  100. Bulk volume algorithm and CDF