Thanks man, I need it! BTW we are going to broadcast our live robotic system via VNC to ET members. I'll let you know. Thanks again!
Isn't that one of those guys who used to run an 0900 stock tip line at the height of the bubble? IB keeps sending me this Traders rag each month, but I've found it to be of such poor quality on average that most of the time I have it go straight into the circular file. You're probably referring to Olsen Associates (http://www.olsen.ch), one of the pioneers in devising and actually implementing trading strategies based on high frequency data.
Thanks for that link. Although I did not find much of interest there so far, it did lead me to this site, which I find very interesting: http://www.ci.tuwien.ac.at/Conferences/DSC-2001/Proceedings/ I particularly liked this paper: http://www.ci.tuwien.ac.at/Conferences/DSC-2001/Proceedings/ZumbachTrapletti.pdf nitro
nitro, the Olsen guys have actually put out a book detailing quite a bit of their research in high frequency data analysis and trading models based thereupon: http://books.elsevier.com/us//finan...archField=&operator=&order=&community=finance
dlincke, Thanks for the link. I assume you mean this book: http://books.elsevier.com/us/financ...ance&mscssid=VRRH8H0NA62U8KXD0D42W39AXNCL4RM9 Looks really interesting. I wish there was a place where I could browse thru it to see if it was something I could use. I need to start visiting the Unviversity of Chicago bookstore again. Heck, I will probably just buy it and write it off. nitro
I bought this Book from Olsen. However , if your mathematics skills are not very very good -- then just dont buy it -- its full of mathematical formulas
Amazon has it too: http://www.amazon.com/exec/obidos/t...f=sr_1_1/103-7562672-6871830?v=glance&s=books It looks like pretty dense reading.