What is a GARCH Model?

A GARCH (Generalised Autoregressive Conditional Heteroskedasticity) model is a statistical tool used to forecast volatility by analysing patterns in past price movements and volatility.
Read More →Social links CV.
and a link to my
Public datasets:
A GARCH (Generalised Autoregressive Conditional Heteroskedasticity) model is a statistical tool used to forecast volatility by analysing patterns in past price movements and volatility.
Read More →In the previous post we loaded stock data into R and then calculated return volatility, both for the entire time series and shorter intervals. We saw that volatility is not constant but can change appreciably with time. One way to get a clear view of changes in volatility is by calculating them using a moving or (“rolling”) window.
Read More →I’m going to be writing a series of posts which will look at some applications of R (and perhaps Python) to financial modelling. We’ll start here by pulling some stock data into R, calculating the daily returns and then looking at correlations and simple volatility estimates.
Read More →The current version of PyInstaller (6.5.0) doesn’t play nicely with the boto3
package. Here’s how to fix it.
I’ve hit my head against this issue from time to time, so it seems like I need to document the solution somewhere for each reference.
Read More →A collection of books read by my father, Frank Collier, for Tape Aids for the Blind. Dad was always an enthusiastic and patient reader. One of my earliest memories is of him reading to my sister and me in bed each morning. In retirement he devoted many hours to reading and editing books for Tape Aids for the Blind.
Read More →In the previous post Traefik was compared to NGINX. Now let’s take a look at a few simple Traefik setups. We’ll focus on specifying the host and port.
Read More →I’ve come across Traefik in a number of questions on Stack Overflow recently. I regularly use NGINX as a reverse proxy and sometimes find it to be a little obscure. Having an alternative would be helpful.
Read More →I have seen a few questions on Stack Overflow relating to building a simple standalone Next.js app in a Docker image. Here’s one way to do it.
Read More →There are many tools for generating CSS selectors and XPath expressions. However, short of using them in your code, how can you quick test them? In this post I’ll show how you can use your browser’s Developer Tools to establish that your CSS or XPath is doing what you intend.
Read More →The parse()
function from the html-react-parser
package converts HTML strings into React elements. It allows you to take HTML and render it as if it were JSX. This can be particularly useful when you’re working with content that comes as HTML from external sources (such as a CMS) and you want to include that content in your React components. It can also be used to filter and modify the React elements.
In a previous post we looked at how to import content from Medium. Another potential source of content is an RSS feed. In this post we’ll see how RSS content can be imported into a Gatsby side.
Read More →In a previous post we looked at how to use AsciiDoc Markdown to author content for a Gatsby site. Another approach to handling Markdown content is MDX, which is “Markdown for the component era”. In this post we’ll see how to integrate MDX into a Gatsby site.
Read More →Suppose you want to redirect paths beginning with @
to a specific user page. For example, the @datawookie
path would take you to the user page for handle datawookie
.
There are probably a few ways to do this, but one approach would be to use dynamic routing.
🚀 TL;DR
Show me the code. Look at the 27-dynamic-users
branch. This site is deployed here.
First let’s set up the user page at src/pages/user.jsx
.
Is my code secure? This is something that we should all be thinking (if not worrying) about. A thorough security audit would be the ideal, but what if you don’t have the skills or resources for that? Well, there are some tools that will at least get you part way there.
Read More →You might need to run a Selenium crawler in a GitLab CI pipeline. Here’s how to get that set up.
Read More →In a previous post we used WordPress as a CMS for a Gatsby site. We can do something similar with Medium.
Read More →Gatsby and Tailwind are a formidable combination for putting together a robust and attractive site. Throw Docker into the mix and you also have robust and reliable deployments. Here’s how to set that up for a minimal site.
Read More →Want to use Tailwind CSS with your Next.js site? Here’s how to get that set up. Also how to wrap the whole project in a Docker image.
Read More →Class name mangling (or hashing) is becoming increasingly prevalent. There’s no need to let it slow you down though. This is how you can deal with it.
Read More →