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Tag: volatility
Volatility2 tool mimiktz script
Post a mimiktz script # Volatility mimikatz plugin # # Based on the research made by Gentil_Kiwi for his mimikatz # http://blog.gentilkiwi.com/mimikatz # https://code.google.com/p/mimikatz/ # # Author: Francesco Picasso <[email protected]> # # This plugin is free software; you can redistribute it and/or modify # it under the terms of the GNU General Public License as […]
C++: INFO9202 Choice Of Volatility Market
my id FFRYQiny Don’t hesitate to contact me Use live quote data from cryptocurrency options exchanges to make predictions. Proposal We would like to consume tick data from a cryptocurrency option exchange (Deribit) to build our choice of volatility market representation updated at a given time frequency. The historical raw tick data is provided as […]
Memory forensics tool — Volatility tool usage
1.1 Introduction to Volatility Volatility is an open-source memory forensics tool developed in python language, which supports memory forensics methods of Windows, Linux, Android and other types of operating systems. 1.2 Volatility installation Officially announced two versions: Volatility and Volatility3. Volatility is based on the python2 environment, and Volatility3 is based on the python3 environment. […]
GJR-GARCH and GARCH volatility forecast Poor index time series and Mincer Zarnowitz regression, DM test, JB test…
Original link: http://tecdat.cn/?p=25569 Volatility plays an important role in portfolio management, risk management and derivatives pricing. The next step is to check how well each model performs in and out of sample. Here are three things you can do: 1. Regression-based test – Mincer Zarnowitz regressionThe idea is simple, regress the predicted actual (realized) value: […]
Options Topic 8: Implied Volatility (BSM Dichotomy)
Directory 1. Definition and method 1.1 Implied Volatility 1.2 BSM dichotomy 2. Code implementation 2.1. Data Acquisition 2.2 Calculated values 2.3 Batch calculation and drawing 2.4 Complete code 3. Summary Disclaimer: This article is independently completed by the author with reference to relevant materials, combined with his own practice and thinking, and does not make […]
R language stochastic volatility model SV: Markov Monte Carlo method MCMC, regularized generalized moment estimation and quasi-maximum likelihood estimation Shanghai index return time series…
Full text link: http://tecdat.cn/?p=31162 Recently, we were asked by a client to write a research report on the SV model, including some graphics and statistical output(Click “read the original text” at the end of the article to get the complete code data< /strong>). Related videos In this paper, the SV model is made, and the […]
R language stochastic volatility model SV: Markov Monte Carlo method MCMC, regularized generalized moment estimation and quasi-maximum likelihood estimation Shanghai index return time series…
Full text link: http://tecdat.cn/?p=31162 Recently, we were asked by a client to write a research report on the SV model, including some graphics and statistical output(Click “read the original text” at the end of the article to get the complete code data< /strong>). Related videos In this paper, the SV model is made, and the […]
(Python) plotting a volatility surface
1.#tushare import 2. import pandas as pd 3. import datetime 4. import tushare as ts 5. import numpy as np 6. from math import log, sqrt, exp 7. from scipy import stats 8. import plotly 9. import plotly. graph_objects as go 10. import plotly. express as px 11.pro = ts.pro_api(token = ‘5e2da4e6322b3b893f1c10e43d001749300351741d736d247251d837’) 12.plotly.offline.init_notebook_mode(connected=True) 13.#Data extraction […]
CTF installs with Volatility 2 | memory forensics analysis of .vmem files | Volatility 2 adapts python 3
1. Background When doing CTF, you will encounter .vmem files that need to be analyzed. The vmem file is the virtual machine’s paging file, which backs up the guest’s main memory on the host’s file system. This file exists only while the virtual machine is running, or if the virtual machine crashes [1]. At this […]