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Questions tagged [volatility]

175 questions
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how to find a file in memory using volatility

There is an IMViewer.exe process in memory and open them file IMMAIL.IMM vol.py -f d:\dump\dump\CRM-20180416-165859.dmp --profile=Win2012R2x64_18340 --kdbg=0xf80173c3f8e0 dlllist -p 8256 > dlllist.txt IMViewer.EXE pid: 8256 Command line :…
Serg
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Excel - Force recalculation when different cell is selected

A bit of context: I recently discovered that the following formula returns the address of the cell that is currently selected (or if a range is selected, returns the address of the upper-left most cell in the range): = CELL("address") At first, I…
ImaginaryHuman072889
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Measure Volatility or Stability Of Lists of Floating Point Numbers

Wonder if anyone can help. I have a set of lists of numbers, around 300 lists in the set, each list of around 200 numbers. What I wish to calculate is the "relative stability" of each list. For example: List A: 100,101,103,99,98 - the range is v…
Roland Dunn
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Cross Compile the Kernel

I am trying to achieve something similar to this https://github.com/volatilityfoundation/volatility/wiki/Android#initialize-the-android-build-environment. Below is the environment I am using: Ubuntu 14.04, Android Studio 2.3, Android NDK r14,…
Mayank Ashwinkumar Jaiswal
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Error in modelinc[15] = dim(variance.model$external.regressors)[2] : replacement has length zero

I am trying to fit a GARCH model with external regressors. My external regressors are composed of production data and a dummy that covers a certain period (07-2008 to 01-2016). When I specify my ugarch with the dummy I have an error message: Error…
Sotima Etienne
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Reintroduction of AR and GARCH processes in MATLAB

I am trying reintroduce autocorrelation and heteroskedasticity to my simulated residuals. My simulated (standardized) residuals have the dimension (horizon, nTrials, nIndices). In order to calculate today's mean / variance (i.e. t), I need to use…
Carolin
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Open text file and look for information using batch file

I want to check for some information in a text file and after that, use it to insert into command. For example: There is this text file (hello.txt) and the information in it is: Determining profile based on KDBG search... Suggested Profile(s)…
Linify
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Implied Volatility in Matlab

I'm trying to calculate the implied volatility using the Black-Scholes formula in Matlab (2012b), but somehow have problems with some strike prices. For instance blsimpv(1558,1440,0.0024,(1/12),116.4) will return NaN. I thought it probably would be…
Henk
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R: Assigning variable to quintile on monthly basis

I am trying in R to indicate in which quintile a value of a variable is for every month of my data frame in this case based on volatility. For each month I want to know for each stock if it is in the most volatile quintile of if it is in one of the…
user2251017
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Maximum likelihood estimation for ARMA(1,1)-GARCH(1,1)

Following some standard textbooks on ARMA(1,1)-GARCH(1,1) (e.g. Ruey Tsay's Analysis of Financial Time Series), I try to write an R program to estimate the key parameters of an ARMA(1,1)-GARCH(1,1) model for Intel's stock returns. For some random…
user2247999
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ERROR: generation expression is not immutable

I'm trying to create a generated column with a hash on two columns, but I get error. What's wrong with my hash? create table dwh_stage.account_data_src( id int4 not null, status_nm text null, create_dttm timestamp null, update_dttm…
Nident
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How to interpolate volatility's skew using spline in Python

I have two lists to describe the function y(x) that represents strikes and the relative value of the skew of a volatility surface: x_points = [22.56, 27.07, 31.58, 36.10, 40.61, 45.12, 49.63, 54.14, 58.66, 63.17, 67.68] %strikes value y_points =…
Giovanni Venticinque
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How can I calculate the yearly stock return of multiple accounts with multiple years?

I am trying to calculate the annual volatility of daily stock returns for my data for which the daily observations run from Jan/1/2005 - Dec/31/2021. My data contains thousands of accounts and therefore I need a code that can calculate it without…
Amber
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for loop compute historical volatility select lines per year

i am a beginner on R and i am currently trying to compute the historical volatility per year. My dataset looks like this : date prices 01/01/2000 100 03/01/2000 98 05/10/2000 103 08/03/2001 102 08/04/2001 110 i…
user19304348
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Python: Applying volatility formula to data from multiple dataframes

I have 3 dataframes which I have watered as shown below. df = stock weightage of 3 stocks (A,B,C), df2 = standard deviation fo 2 stocks, corr = correlation matrix of the 3 stocks df = pd.DataFrame([[0.4, 0.2, 0.4], [0.1, 0.3, 0.6], [0.3, 0.2,…
Cedric
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