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aybatse
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Joined: August 19th, 2015, 8:21 am

Online Volatility Calculation

August 25th, 2015, 5:54 am

Hi,I have a project calculating volatility and risk on webpage. The project is R based and page adress is rumetrics.com Can you advise me is it usefull or not? Do you have suggestion about this project.
Last edited by aybatse on August 24th, 2015, 10:00 pm, edited 1 time in total.
 
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Hansi
Posts: 41
Joined: January 25th, 2010, 11:47 am

Online Volatility Calculation

August 25th, 2015, 10:35 am

Can't access from work because of firewall, will take a look when home.From concept only I'd say that it will never have any practical use for anyone and that hundreds of people have done it in the past.That said the best option for you to leverage your work would be to post it on github etc and share the profile in your CV so people reviewing your CV for future jobs can have a look at your coding style, thinking on projects etc. A blog about your development flow can be very useful too. This is the kind of stuff I love having when candidates are applying with us. It really gives a good way of seeing if people are a good fit.
 
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aybatse
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Joined: August 19th, 2015, 8:21 am

Online Volatility Calculation

August 25th, 2015, 11:09 am

I try to different concept about this project. I mean people may calculate garch,egarch etc volatiliy with arima models. Besides this test statistics are shown and summarize on page.
 
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MHill
Posts: 21
Joined: February 26th, 2010, 11:32 pm

Online Volatility Calculation

August 25th, 2015, 11:49 am

Hi aybatse,I think Hansi makes good points. I've no idea what I'd use it for. It is a good way to show off your knowledge & skills. If you can make it appeal to the type of people who use Yahoo finance, you could maybe get some advertising revenue.Technical analysis seems to be pretty widely available for free, as does stock performance. It looks like a crowded market for this kind of page.In the past I'd idly wondered about doing something* where you could load a portfolio of stocks, and calculate the expected volatility of that. You'd be able to plug in your expected returns & get an expected Sharpe ratio or something. And possibly add an optimiser. I don't know if any sites do that stuff for free. If not, it's the kind of thing that could give your page extra appeal.(*Clearly I'm never going to do anything about this, so I'm suggesting that you do it instead!)You have the stock volatilities, looks like you'll have the historic returns, and the back-test feature (if it works - I haven't looked at it) should help predict returns based on your favourite voodoo method. So you have the data to feed into a 'risk management' feature.Presentation:I'm using IE9. The page content seems to overlap the left-hand navigation bar. I don't see labels for the buttons & drop-downs. I'd like tool-tips etc explaining what happens when I change variables, and explanations of what things are.All the best with it!
 
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Hansi
Posts: 41
Joined: January 25th, 2010, 11:47 am

Online Volatility Calculation

August 25th, 2015, 5:19 pm

Took a look and see it's a basic Shiny app, in general I dislike them because they don't scale one bit. Maybe try implementing the same with a standard front end and https://www.opencpu.org/ instead?But anyway my points above stand, make it a presentation of your skill. Anything else is pretty much meaningless.QuoteOriginally posted by: MHillPresentation:I'm using IE9. The page content seems to overlap the left-hand navigation bar. I don't see labels for the buttons & drop-downs. I'd like tool-tips etc explaining what happens when I change variables, and explanations of what things are.Same in latest Chrome.
 
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Polter
Posts: 1
Joined: April 29th, 2008, 4:55 pm

Online Volatility Calculation

August 26th, 2015, 2:41 pm

Seems a bit similar to the NYU Stern's V-Lab: http://vlab.stern.nyu.edu/welcome/risk/