Markov-Processes

Diffusion models with Kalman Filters and VIX as a coefficient (Extended Kalman Particle Filter, Jump Diffusion, Monte-Carlo/Kalman filter, Sequential Monte-Carlo/Kalman filter), time series models (ARIMA and VARMAX), and volatility models with Kalman Filters (GARCH, Threshold GARCH/Kalman filter), A delta exposure volume/implied volatility price range model filtered through an Unscented Kalman Filter. Change tickers, dates, and other inputs as desired. A weighted model average. Adjust weights as desired and update ranges with model data.