Kronos is a pretrained transformer that forecasts candlesticks the way a language model predicts words.
Updated 2026-08-20 19:56:32 +00:00
Symbolic Aggregate Approximation (SAX) in MQL5: Historical Analog Search and Forecasting
Updated 2026-08-14 00:09:56 +00:00
This project documents an MQL5 implementation approach for asymmetric volatility modeling, extending a prior ARCH/GARCH library with support for:
- GJR-GARCH
- TARCH
The article explains why asymmetric volatility matters in financial time series, especially under the leverage effect, and shows how these models can be integrated into an MQL5 volatility framework for fitting, forecasting, and comparative analysis across asset classes.
Updated 2026-06-05 12:44:15 +00:00
This project documents and organizes the concepts presented in an MQL5 article about a native library for univariate volatility modeling and forecasting. The article describes a modular framework inspired by Python's `arch` package.
Updated 2026-06-05 12:41:02 +00:00