Windicator update links

At any time if you see errors like plugin update required or incompatible bridge version, then use these links to update your copy, they contain newest build. Current release 20190916 http://www.randomticks.com/downloads/20190907/ Stable release 20190711 http://www.randomticks.com/downloads/20190711/ How to install AmiBroker Plugin Copy librtWindicator.dll file in “C:\Program Files (x86)\AmiBroker\Plugins\“ Copy amibroker.conf in “C:\Program Files (x86)\AmiBroker\“ For our strategy, use AFL…

Correlation coefficient stock vs NIFTY – 5min table

Correlation coefficient or mathematically speaking auto-correlation tells the strength of positive or negative relationship of the price movement between two instruments, this comparison is valid for Index-component, or stock-commodity for almost everything. A positively high value of coefficient means stock tends to rise if the index goes up whereas a high negative value means stock…

A sliding window implementation of AR(1) model for financial time series

Below is working c++ equivalent code snippet I am sharing for curious readers, the auto-correlation regression, also known as AR model are popular and classic method for analysis and forecasting time series such as stock prices. AR models comes with many varieties of which AR(1), the single lag is simplest and easier to implement by…

Useful links

What is a Stochastic Model? A stochastic model represents a situation where uncertainty is present. In other words, it’s a model for a process that has some kind of randomness…   Installing LAMP stack on ubuntu server