Introduction to GARCH Modeling GARCH is a time series modeling technique that uses past variances to predict future variances. This post demonstrates how to do a simple GARCH modeling Excel and Matlab. GARCH stands for Generalized Autoregressive Conditional Heteroskedasticity. The series is heteroskedastic when the time series is said to have GARCH effects i.e, when variances […]
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Commodities Trading Technical Indicators
Commodities Trading Technical Indicators This article is an extension of Calculate MACD in Excel and technical indicators covered in an earlier post. The same trend indicators have been applied towards Commodities and Precious Metals here. The idea behind investing in precious metals is that it protects your portfolio against high inflation. Historically, people look to commodities like […]
Read More →Relative Strength Index Plot
Relative Strength Index Plot Relative Strength Index or RSI is a popular computer generated technical indicator. An oscillator, is a technical analysis that measures market price momentum such as overbought and oversold conditions. The purpose of Relative Strength Index (RSI) to study a market’s strength or weakness. A RSI reading above 70, is considered as […]
Read More →Williams R Indicator Excel
Named after Larry Williams, %R is a technical analysis indicator that shows current closing price in relation to the high and low for a given look-back period, N. N can be a given number of days, weeks, months, or an intraday time-frame. Williams R indicator is also referred to as the inverse of the Fast […]
Read More →Plot Candlestick Chart Excel
A primer on Candlestick charts: A candlestick chart shows daily movements of stocks and shares. Candlestick charts are an intuitive way to perform technical analysis on a stock. A technical analyst can ask “how are the other traders viewing this stock, and how will that affect the price in the immediate future”. One of the greatest […]
Read More →Calculate MACD in Excel
Moving Average Convergence Divergence (MACD) is a popular trend-following momentum indicator. The MACD turns two trend-following indicators, moving averages, into a momentum oscillator by subtracting the longer moving average from the shorter moving average. MACD is calculated by taking difference between 12 day Exponential Moving Average (EMA) and 26 day EMA. A positive MACD means the 12-period EMA […]
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