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by JamesH83
January 20th, 2006, 7:45 am
Forum: General Forum
Topic: Horse Racing Data
Replies: 15
Views: 124506

Horse Racing Data

i got the betfair data, btw.i asked a few months ago before it was available
by JamesH83
January 20th, 2006, 7:41 am
Forum: General Forum
Topic: Horse Racing Data
Replies: 15
Views: 124506

Horse Racing Data

your right, the arbs are normally very small though
by JamesH83
January 19th, 2006, 10:16 am
Forum: Technical Forum
Topic: Stat Arb in Fixed Income
Replies: 12
Views: 124207

Stat Arb in Fixed Income

convexity mean reversion
by JamesH83
January 18th, 2006, 7:46 am
Forum: Student Forum
Topic: Intraday cointegration
Replies: 19
Views: 125952

Intraday cointegration

I can't seem to get that paper, could someone post it or send it to me? thanks
by JamesH83
January 18th, 2006, 7:42 am
Forum: General Forum
Topic: Horse Racing Data
Replies: 15
Views: 124506

Horse Racing Data

thanks for the advice will check it out
by JamesH83
January 18th, 2006, 7:38 am
Forum: General Forum
Topic: what are major statistical macro models?
Replies: 10
Views: 123234

what are major statistical macro models?

what kind of model are you looking for?check out DSGE models
by JamesH83
January 13th, 2006, 10:18 am
Forum: Student Forum
Topic: Intraday cointegration
Replies: 19
Views: 125952

Intraday cointegration

using mids?
by JamesH83
January 13th, 2006, 7:18 am
Forum: Student Forum
Topic: Intraday cointegration
Replies: 19
Views: 125952

Intraday cointegration

cro i wouldn't just concantenate the series. i working on something similar, let me have a think and i will get back to you.may i ask what series you are using?J
by JamesH83
January 13th, 2006, 7:01 am
Forum: Student Forum
Topic: Intraday cointegration
Replies: 19
Views: 125952

Intraday cointegration

do you think the intraday cointegration relationships are stable enough to estimate over such a long window? Do you weight your regression?
by JamesH83
January 13th, 2006, 6:56 am
Forum: Technical Forum
Topic: risk neutral density
Replies: 13
Views: 124412

risk neutral density

Dont mean to be rude cosmologist, but why do you bother repeating what I said in my original post?
by JamesH83
January 12th, 2006, 6:59 am
Forum: Technical Forum
Topic: risk neutral density
Replies: 13
Views: 124412

risk neutral density

Thanks MJ, will check tonightJH
by JamesH83
January 11th, 2006, 4:17 pm
Forum: General Forum
Topic: Practical dispersion trading
Replies: 5
Views: 131283

Practical dispersion trading

i think this is a good question, there must be a correlation trader out there who can give an answer?
by JamesH83
January 11th, 2006, 3:18 pm
Forum: Technical Forum
Topic: risk neutral density
Replies: 13
Views: 124412

risk neutral density

yes i know how to do that....i want the actual differential of the BS equation
by JamesH83
January 11th, 2006, 1:03 pm
Forum: Technical Forum
Topic: risk neutral density
Replies: 13
Views: 124412

risk neutral density

oops i left it in chicago, guess i will have to buy another copy. in the mean time if anyone else could post the formula that would be much appreciatedJ
by JamesH83
January 11th, 2006, 12:58 pm
Forum: Technical Forum
Topic: risk neutral density
Replies: 13
Views: 124412

risk neutral density

wow, i didnt realise, i will check it outthanks!
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