In Progress:
* EURO DOLLAR data for trading Z* and vice versa
* scripts for computing asset correlations w/ application to ED
* improving R code for collecting stats accross dates and groups of data.
Completed:
* New signals for US Equity (based on PK alpha). Brandon will simulate and
deploy if promising.
________________________________
Note: This email is for the confidential use of the named addressee(s) only and
may contain proprietary, confidential or privileged information. If you are not
the intended recipient, you are hereby notified that any review, dissemination
or copying of this email is strictly prohibited, and to please notify the
sender immediately and destroy this email and any attachments. Email
transmission cannot be guaranteed to be secure or error-free. Jump Trading,
therefore, does not make any guarantees as to the completeness or accuracy of
this email or any attachments. This email is for informational purposes only
and does not constitute a recommendation, offer, request or solicitation of any
kind to buy, sell, subscribe, redeem or perform any type of transaction of a
financial product.
[[alternative HTML version deleted]]
______________________________________________
R-devel@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-devel
