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

  • From: Tom McCubbin <tmccubbin@xxxxxxxxxxxxxxxx>
  • To: "Vincent C. Fulco" <vfulco@xxxxxxxxxxxxx>, tech-spec@xxxxxxxxxxxxx
  • Date: Thu, 28 Oct 2004 10:26:51 -0400

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.


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: