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Hello Matthew,
MDL> You may be absolutely right. However, as someone who analyzes data for a
MDL> living, I thought I would look at this data just to see what was there.
hope your not doing it on my tax dollars... ;-)
MDL> I'm afraid that your Cray's will be much more useful in analyzing the
MDL> financial markets than my linear accelerator. Wanna trade? :-)
sure i have a spare one - you pay shipping and furnish your own
cooling.. three phase power ect..
MDL> It may be that others have already analyzed the bid/ask stock option data
MDL> and discovered nothing. However, if they have, then they either haven't
MDL> published their results or, more likely, I just haven't looked hard enough
MDL> in the literature. If it wouldn't be too much trouble, might I ask you for
MDL> any references to other analyses that might be similar to the study I am
MDL> pursuing?
there are some starzzz warzzz bid ask anal-izers on the list here who
would most likely contact you in private - i excrete all unnecessary and
unless research projects myself so i have no recall..at the moment
;-)
MDL> Your anecdote about brokers timing the delay of the bid/ask to the hang up
MDL> of the phone is both amusing and useful information. I assumed you meant to
MDL> imply that such actions would smear the data with some random distribution.
MDL> This is actually useful information.
yep u got it... in fact try this - build a model who's signals are
derived from one price series and traded on another... if possible
what would the implications be for the validity of relative data?
mark
MDL> --
MDL> Matthew D. Langston
MDL> SLD, Stanford Linear Accelerator Center
MDL> langston@xxxxxxxxxxxxxxxxx
--
Best regards,
Mark Brown mailto:markbrown@xxxxxxxxxxxxx
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