Exogenous DCC-GARCH Matrix
Automated Lead-Lag Execution Signals (
Syncing...
)
Script 1 (Lead)
KSE 100
786
AABS
AATM
ABL
ABOT
ACPL
ADAMS
ADMM
AGHA
AGIC
AGIL
AGL
AGLNCPS
AGP
AGSML
AGTL
AHCL
AHL
AHTM
AICL
AIRLINK
AKBL
AKDHL
AKDSL
AKGL
ALAC
ALIFE
ALNRS
ALTN
AMBL
AMTEX
ANL
ANLNV
ANSM
ANTM
APL
ARCTM
ARMG
ARPAK
ARPL
ARUJ
ASC
ASHT
ASIC
ASL
ASLCPS
ASLPS
ASTL
ASTM
ATBA
ATIL
ATLH
ATRL
AVN
AWTX
BAFL
BAFS
BAHL
BAPL
BATA
BBFL
BCL
BECO
BELA
BERG
BFAGRO
BFBIO
BFMOD
BGL
BHAT
BIFO
BIPL
BLUEX
BML
BNL
BNWM
BOK
BOP
BPL
BRRG
BTL
BUXL
BWCL
BWHL
CCM
CENI
CEPB
CFL
CHAS
CHBL
CHCC
CJPL
CLCPS
CLOV
CLVL
CNERGY
COLG
CPHL
CPPL
CRTM
CSAP
CSIL
CTM
DAAG
DADX
DBCI
DCL
DCR
DEL
DFML
DFSM
DGKC
DIIL
DINT
DLL
DMC
DMTM
DNCC
DOL
DSIL
DSL
DWAE
DWSM
DWTM
DYNO
ECOP
EFERT
EFUG
EFUL
ELCM
ELSM
EMCO
ENGROH
EPCL
EPCLPS
EPQL
ESBL
EWIC
EXIDE
FABL
FANM
FASM
FATIMA
FCCL
FCEL
FCEPL
FCIBL
FCL
FCSC
FDPL
FECM
FECTC
FEM
FEROZ
FFC
FFL
FFLM
FHAM
FIBLM
FIL
FIMM
FLYNG
FML
FNEL
FPJM
FPRM
FRCL
FRSM
FSWL
FTMM
FTSM
FZCM
GADT
GAL
GAMON
GATI
GATM
GCIL
GCWL
GDL
GEMBCEM
GEMMEL
GEMNETS
GEMPACRA
GEMPAPL
GFIL
GGGL
GGL
GHGL
GHNI
GLAXO
GLPL
GOC
GRR
GRYL
GSPM
GTYR
GUSM
GVGL
GWLC
HABSM
HAEL
HAFL
HALEON
HASCOL
HBL
HCAR
HGFA
HICL
HIFA
HINO
HINOON
HIRAT
HMB
HPL
HRPL
HTL
HUBC
HUMNL
HUSI
HWQS
IBFL
IBLHL
ICCI
ICIBL
ICL
IDRT
IDSM
IDYM
IGIHL
IGIL
ILP
IMAGE
IML
IMS
INDU
INIL
INKL
IPAK
IREIT
ISIL
ISL
ITANZ
ITTEFAQ
JATM
JDMT
JDWS
JGICL
JKSM
JLICL
JSBL
JSCL
JSGCL
JSIL
JSML
JSRR
JUBS
JVDC
JVDCPS
KAPCO
KCL
KEL
KHTC
KHYT
KML
KOHC
KOHE
KOHP
KOHTM
KOIL
KOSM
KPUS
KSBP
KSTM
KTML
LCI
LEUL
LIVEN
LOADS
LOTCHEM
LPGL
LPL
LSECL
LSEFSL
LSEVL
LUCK
MACFL
MACTER
MARI
MCB
MCBIM
MDTL
MEBL
MEHT
MERIT
MFFL
MFL
MIRKS
MLCF
MQTM
MRNS
MSCL
MSOT
MTL
MUGHAL
MUGHALC
MUREB
MWMP
NAGC
NATF
NATM
NBP
NCL
NCML
NCPL
NESTLE
NETSOL
NEXT
NICL
NML
NONS
NPL
NRL
NRSL
NSRM
OBOY
OCTOPUS
OGDC
OLPL
OLPM
OML
ORM
OTSU
PABC
PACE
PAEL
PAKD
PAKL
PAKOXY
PAKQATAR
PAKRI
PAKT
PASL
PASM
PCAL
PECO
PGLC
PHDL
PIAHCLA
PIAHCLB
PIBTL
PICT
PIL
PIM
PINL
PIOC
PKGI
PKGP
PKGS
PMRS
PNSC
POL
POML
POWER
POWERPS
PPL
PPP
PPVC
PQGTL
PREMA
PRET
PRL
PRWM
PSEL
PSO
PSX
PSYL
PTC
PTL
QTECH
QUET
QUICE
RCML
REDCO
REWM
RICL
RMPL
RPL
RUBY
RUPL
SAIF
SANSM
SAPT
SARC
SASML
SAZEW
SBL
SCBPL
SCL
SEARL
SEL
SEPL
SERT
SFL
SGF
SGPL
SHCM
SHDT
SHEZ
SHFA
SHJS
SHNI
SHSML
SIBL
SIEM
SINDM
SITC
SKRS
SLGL
SLYT
SMCPL
SML
SNAI
SNBL
SNGP
SPAC1
SPEL
SPL
SPWL
SRR
SRVI
SSGC
SSML
SSOM
STCL
STJT
STL
STML
STPL
STYLERS
SUHJ
SURC
SUTM
SYM
SYS
SZTM
TATM
TBL
TCORP
TCORPCPS
TELE
TGL
THALL
THCCL
TICL
TOMCL
TOWL
TPL
TPLI
TPLL
TPLP
TPLRF1
TPLT
TREET
TRG
TRIPF
TRSM
TSBL
TSMF
TSML
TSPL
UBDL
UBL
UCAPM
UDLI
UDPL
UNIC
UNITY
UPFL
UVIC
WAFI
WAHDAT
WAHN
WASL
WAVES
WAVESAPP
WTL
YOUW
ZAHID
ZAL
ZIL
ZTL
ZUMA
VS
Script 2 (Lag)
KSE 100
786
AABS
AATM
ABL
ABOT
ACPL
ADAMS
ADMM
AGHA
AGIC
AGIL
AGL
AGLNCPS
AGP
AGSML
AGTL
AHCL
AHL
AHTM
AICL
AIRLINK
AKBL
AKDHL
AKDSL
AKGL
ALAC
ALIFE
ALNRS
ALTN
AMBL
AMTEX
ANL
ANLNV
ANSM
ANTM
APL
ARCTM
ARMG
ARPAK
ARPL
ARUJ
ASC
ASHT
ASIC
ASL
ASLCPS
ASLPS
ASTL
ASTM
ATBA
ATIL
ATLH
ATRL
AVN
AWTX
BAFL
BAFS
BAHL
BAPL
BATA
BBFL
BCL
BECO
BELA
BERG
BFAGRO
BFBIO
BFMOD
BGL
BHAT
BIFO
BIPL
BLUEX
BML
BNL
BNWM
BOK
BOP
BPL
BRRG
BTL
BUXL
BWCL
BWHL
CCM
CENI
CEPB
CFL
CHAS
CHBL
CHCC
CJPL
CLCPS
CLOV
CLVL
CNERGY
COLG
CPHL
CPPL
CRTM
CSAP
CSIL
CTM
DAAG
DADX
DBCI
DCL
DCR
DEL
DFML
DFSM
DGKC
DIIL
DINT
DLL
DMC
DMTM
DNCC
DOL
DSIL
DSL
DWAE
DWSM
DWTM
DYNO
ECOP
EFERT
EFUG
EFUL
ELCM
ELSM
EMCO
ENGROH
EPCL
EPCLPS
EPQL
ESBL
EWIC
EXIDE
FABL
FANM
FASM
FATIMA
FCCL
FCEL
FCEPL
FCIBL
FCL
FCSC
FDPL
FECM
FECTC
FEM
FEROZ
FFC
FFL
FFLM
FHAM
FIBLM
FIL
FIMM
FLYNG
FML
FNEL
FPJM
FPRM
FRCL
FRSM
FSWL
FTMM
FTSM
FZCM
GADT
GAL
GAMON
GATI
GATM
GCIL
GCWL
GDL
GEMBCEM
GEMMEL
GEMNETS
GEMPACRA
GEMPAPL
GFIL
GGGL
GGL
GHGL
GHNI
GLAXO
GLPL
GOC
GRR
GRYL
GSPM
GTYR
GUSM
GVGL
GWLC
HABSM
HAEL
HAFL
HALEON
HASCOL
HBL
HCAR
HGFA
HICL
HIFA
HINO
HINOON
HIRAT
HMB
HPL
HRPL
HTL
HUBC
HUMNL
HUSI
HWQS
IBFL
IBLHL
ICCI
ICIBL
ICL
IDRT
IDSM
IDYM
IGIHL
IGIL
ILP
IMAGE
IML
IMS
INDU
INIL
INKL
IPAK
IREIT
ISIL
ISL
ITANZ
ITTEFAQ
JATM
JDMT
JDWS
JGICL
JKSM
JLICL
JSBL
JSCL
JSGCL
JSIL
JSML
JSRR
JUBS
JVDC
JVDCPS
KAPCO
KCL
KEL
KHTC
KHYT
KML
KOHC
KOHE
KOHP
KOHTM
KOIL
KOSM
KPUS
KSBP
KSTM
KTML
LCI
LEUL
LIVEN
LOADS
LOTCHEM
LPGL
LPL
LSECL
LSEFSL
LSEVL
LUCK
MACFL
MACTER
MARI
MCB
MCBIM
MDTL
MEBL
MEHT
MERIT
MFFL
MFL
MIRKS
MLCF
MQTM
MRNS
MSCL
MSOT
MTL
MUGHAL
MUGHALC
MUREB
MWMP
NAGC
NATF
NATM
NBP
NCL
NCML
NCPL
NESTLE
NETSOL
NEXT
NICL
NML
NONS
NPL
NRL
NRSL
NSRM
OBOY
OCTOPUS
OGDC
OLPL
OLPM
OML
ORM
OTSU
PABC
PACE
PAEL
PAKD
PAKL
PAKOXY
PAKQATAR
PAKRI
PAKT
PASL
PASM
PCAL
PECO
PGLC
PHDL
PIAHCLA
PIAHCLB
PIBTL
PICT
PIL
PIM
PINL
PIOC
PKGI
PKGP
PKGS
PMRS
PNSC
POL
POML
POWER
POWERPS
PPL
PPP
PPVC
PQGTL
PREMA
PRET
PRL
PRWM
PSEL
PSO
PSX
PSYL
PTC
PTL
QTECH
QUET
QUICE
RCML
REDCO
REWM
RICL
RMPL
RPL
RUBY
RUPL
SAIF
SANSM
SAPT
SARC
SASML
SAZEW
SBL
SCBPL
SCL
SEARL
SEL
SEPL
SERT
SFL
SGF
SGPL
SHCM
SHDT
SHEZ
SHFA
SHJS
SHNI
SHSML
SIBL
SIEM
SINDM
SITC
SKRS
SLGL
SLYT
SMCPL
SML
SNAI
SNBL
SNGP
SPAC1
SPEL
SPL
SPWL
SRR
SRVI
SSGC
SSML
SSOM
STCL
STJT
STL
STML
STPL
STYLERS
SUHJ
SURC
SUTM
SYM
SYS
SZTM
TATM
TBL
TCORP
TCORPCPS
TELE
TGL
THALL
THCCL
TICL
TOMCL
TOWL
TPL
TPLI
TPLL
TPLP
TPLRF1
TPLT
TREET
TRG
TRIPF
TRSM
TSBL
TSMF
TSML
TSPL
UBDL
UBL
UCAPM
UDLI
UDPL
UNIC
UNITY
UPFL
UVIC
WAFI
WAHDAT
WAHN
WASL
WAVES
WAVESAPP
WTL
YOUW
ZAHID
ZAL
ZIL
ZTL
ZUMA
Resolution
1 Minute
3 Minutes
5 Minutes
15 Minutes
Recalculate Models
1. GARCH Mean & Volume Impact
Asset
Omega (𝜔)
Alpha (𝛼)
Beta (𝛽)
Volume Exo
2. Joint DCC Transmission
System Factor
Value
3. Structural Boundary Envelopes
Boundary Metric
Value