[tech-spec] Re: VIX script again, a bit less bare-bones

  • From: "Daniel Flam" <daniel@xxxxxxxxxx>
  • To: <tech-spec@xxxxxxxxxxxxx>
  • Date: Mon, 1 Nov 2004 01:00:32 -0500

Have any specs out there been using any intesting packages? I have been
looking at the R packages, and being so poorily documented, and so numerous
it would be nice to have apointer in the right direction...

----- Original Message ----- 
From: "Tom McCubbin" <tmccubbin@xxxxxxxxxxxxxxxx>
To: "Vincent C. Fulco" <vfulco@xxxxxxxxxxxxx>; <tech-spec@xxxxxxxxxxxxx>
Sent: Thursday, October 28, 2004 9:26 AM
Subject: [tech-spec] Re: VIX script again, a bit less bare-bones

> Thanks Vince...i'm trying to get my hands around when and when not to
> apply R, let alone the real significance of the math that underlies it.
> I won't point out why my last post was mostly worthless...i'll let the
> others do that.
> The underlying data is derived by me from vanilla equity pricing.  The
> app (Tom's Big Fat Trader) is simple in construct, but highly
> extensible, and point and click friendly.  If you have some special
> derived data needs, let me know.  I'll help if i can.
> -tom
> ps - Tim read this as well...but the app isn't named after him, rather
> from my experiences on a little trading floor in NYC where they called
> me Log ( loud obnoxious guy ).  And it certainly wasn't named after some
> fat greek wedding. (no offense to the greeks on the list )
> Vincent C. Fulco wrote:
> > Dear Tom-
> >
> > Very nice application of the R code...Any secret as to where you got
> > the raw data underlying this project or is it readily available
> > somewhere?
> >
> > Thanks for the offering...still trying to squeeze in learning R along
> > with the rest of my work schedule.  Seeing practical applications and
> > going thru them line by line helps tremendously.
> >
> >
> > All the best,
> >
> > Vince Fulco
> >
> > P.S. Say hello to Tim for me...

Other related posts: