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by dgn2
March 10th, 2004, 2:13 pm
Forum: General Forum
Topic: Where can I download the CDS data or defaultable zero bond price data online?
Replies: 3
Views: 189687

Where can I download the CDS data or defaultable zero bond price data online?

BB data is terrible. You will not find a source of free CDS data.
by dgn2
February 25th, 2004, 11:01 pm
Forum: General Forum
Topic: Stat Arb
Replies: 15
Views: 192188

Stat Arb

<t>QuoteOriginally posted by: JohnnyQuoteOriginally posted by: NeroTulipOf course there's a lot of truth in this statement, both TA and statarb are an inference game. But it's a bit like comparing astrophysics and astrology... The difference is that one is scientific and the other is not.Then maybe ...
by dgn2
February 16th, 2004, 2:23 pm
Forum: Programming and Software Forum
Topic: TRACE: Time & Sales Data
Replies: 5
Views: 189968

TRACE: Time & Sales Data

The query takes quite a while today. It seemed a little faster on the weekend.Anyway, thanks DCFC.
by dgn2
February 16th, 2004, 2:22 pm
Forum: Programming and Software Forum
Topic: TRACE: Time & Sales Data
Replies: 5
Views: 189968

TRACE: Time & Sales Data

Time & Sales - F.GY
by dgn2
February 16th, 2004, 12:07 pm
Forum: Programming and Software Forum
Topic: TRACE: Time & Sales Data
Replies: 5
Views: 189968

TRACE: Time & Sales Data

It turns out that a single date can have more than a single page, so my original suggested approach will not work.
by dgn2
February 15th, 2004, 4:00 pm
Forum: Programming and Software Forum
Topic: TRACE: Time & Sales Data
Replies: 5
Views: 189968

TRACE: Time & Sales Data

<t>One way to advance to the next page would be to iterate through a list of days one at a time and change:tempmonth=01&tempday=01&tempyear=1997&startdate=01%2F01%endtempmonth=&endtempday=&endtempyear=&enddate=Once one has all of the history, the daily update batch becomes fa...
by dgn2
February 15th, 2004, 3:26 pm
Forum: Programming and Software Forum
Topic: TRACE: Time & Sales Data
Replies: 5
Views: 189968

TRACE: Time & Sales Data

<r>I have been thinking about writing some Perl scripts for extracting the time & sales data available through TRACE. Unfortunately, the structure of the web addresses for the time & sales queries is giving me trouble. Is anyone interested in collaborating on this? Ultimately, I would like t...
by dgn2
February 12th, 2004, 10:22 am
Forum: Book And Research Paper Forum
Topic: Neil Shephard
Replies: 6
Views: 190084

Neil Shephard

me too reza.
by dgn2
February 4th, 2004, 3:18 am
Forum: Programming and Software Forum
Topic: US and German Interest Rate Options
Replies: 25
Views: 192232

US and German Interest Rate Options

Check out TT's X_Trader Pro.Regards,
by dgn2
January 30th, 2004, 11:25 am
Forum: Book And Research Paper Forum
Topic: Easiest – User Friendly Books
Replies: 6
Views: 190193

Easiest – User Friendly Books

Pick up "Market Models" by Carol Alexander if you are looking for clear, intuitive presentations of simple time series concepts.
by dgn2
January 27th, 2004, 11:18 am
Forum: Student Forum
Topic: Most important interest-rate derivatives
Replies: 4
Views: 189684

Most important interest-rate derivatives

I vote for Eurodollar and EURIBOR futures.Regards,
by dgn2
January 24th, 2004, 12:59 am
Forum: Book And Research Paper Forum
Topic: Database Book Recommendations
Replies: 8
Views: 190493

Database Book Recommendations

Apparently the M3 Market Data Server is no longer available to individuals.Regards,
by dgn2
January 23rd, 2004, 11:31 am
Forum: Programming and Software Forum
Topic: Software for trading system development/operations
Replies: 25
Views: 198080

Software for trading system development/operations

I do all of my tick data pre-processing in Perl (for CME, CBOT, LIFFE, and some CQG). It is a very powerful language and it is easy to learn.Regards,
by dgn2
January 23rd, 2004, 11:25 am
Forum: Book And Research Paper Forum
Topic: Database Book Recommendations
Replies: 8
Views: 190493

Database Book Recommendations

<t>Thanks shahbaz and kc11415.I am basically setting out to slowly build my technical skills in database construction. I would like to learn basic SQL and slowly make my flat file tick database more robust. Ultimately, I would like something I can use as a research tool in real-time applications, bu...
by dgn2
January 22nd, 2004, 12:01 pm
Forum: Technical Forum
Topic: Multi Dimensional Gamma Neutrality
Replies: 29
Views: 194079

Multi Dimensional Gamma Neutrality

I know...that is why I am laughing!
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