Recent Content by Jump1180

  1. Guys/Gals running boxes

    1. IQFeed or Interactive brokers data feed. 2. Interactive Brokers (Probably better services out there but it works for me). 3. C# (openquant)...
    Post by: Jump1180, Apr 26, 2010 in forum: Automated Trading

  2. Automated trading system using SAS

    Agreed.
    Post by: Jump1180, Mar 31, 2010 in forum: Automated Trading

  3. Automated trading system using SAS

    Unfortuantly they are not error free. If you look into their robust regression (Proc Robustreg) techniques they have plenty of errors in the way...
    Post by: Jump1180, Mar 21, 2010 in forum: Automated Trading

  4. Automated trading system using SAS

    From a fellow SAS programmer/statistician, I wouldn't reccomend using SAS for this kind of thing. Sure it has some advatages in regards to...
    Post by: Jump1180, Feb 25, 2010 in forum: Automated Trading

  5. stepwise AIC/BIC on ARIMA (or even ARMA) in R?

    I do something very similar to what you are trying to do only I use SAS. ARIMA and ARMA models can fail to estimate depending on the time series...
    Post by: Jump1180, Apr 28, 2009 in forum: Automated Trading