More on the topic of statistics . . . I have successfully installed R on a Windows XP system and commenced the learning curve. It looks to me like it is going...
Pete, Give this a try, http://sunsite.univie.ac.at/rcom/ I've learned a lot about RightEdge from your posts. Keep up the good work! Regards, Jeff B. ... the ...
Thanks Jeff. I had seen elsewhere that PowerShell used the R (D) Com facility, and that it had been used in conjunction with Wealth Lab. Your reference points...
For those of you who may not know about this site: http://www.gummy-stuff.org/Bolli-stuff.htm Go up one level and subscribe to the RSS feed. (I am entirely...
Here's another useful link from that site: http://www.gummy-stuff.org/Yahoo-data.htm It lists the codes for retrieving stock-symbol related data from Yahoo. ...
Pete, Also the HistoricalDataRetrieval sample installed with RightEdge contains full source for retrieving data from Yahoo. Then, of course, handing it over...
Thanks Bill. I hadn't seen that before. That's a helpful example. There are some other good examples there as well, which I looked at while I was rummaging...
Here's an interesting read: "Statistics and Econometrics: Methods and Applications", by Ashenfelter, Levine and Zimmerman. And it can be an easier read than...
I have been a terrible slacker in not making any posts on your statistics topic; I've been busy on another project. The classic book has been "A random walk...
Hi Tim. Thank you very much for the references. I have made some additions to my library list. Indeed, Wilmott is a bit pricey, but it also appears to be very...
Actually all of the samples for the plugins are real world examples with the exception of the broker (there's just too many specifics to broker plugins that we...
Bill, In the following snippet from the DataBaseDataStore example I am mystified by the conversion to string. The table design calls for date/time, doubles and...
Sure, the database stores them as doubles and integers. We're not converting them to strings as far as the database is concerned. Is that what you're asking?...
Bill, The ".ToString()" in the construction of the VAUES clause caught my eye. I have since concluded that the cast to string was going to happen implicitly ...
I'm not a MySQL expert (I use SQL Server) but I when this is done with .net and SQL Server what the developer is doing is creating a dynamic SQL string to pass...
Actually, when you have a string followed by the + operator in C#, the second item will automatically get converted to a string. So the following code...
Tim, Thanks for the reference to "A random walk down Wall Street" by Burton Malkiel. I picked up a copy from my local library and have read it right through....
I'm glad you liked it. However, it is important that you study further and wider to understand the fallacy of the normal distribution of returns. As I said...
You are right, of course, that I have much to study ahead of me. I am aware of the 'fat tail' phenomenon wherein more extreme events occur than the normal...
(Continued from earlier posts . . .) The mapar1 strategy has been dormant through January. It is fully invested. Some of the (partially) covered calls expire...
Hi Peter, I'm afraid I've never explored options (no doubt I should), so I can't help you there. I also looked into the dinosaur C# client, for similar...
Hi Bruce, I have not tried reqHistoricalData. And of course TWS is not available until sometime Sunday afternoon, so I can't make any tests right now. Note...
Hi Peter, I've tried a number of different parameter lists without success. Here's the simplified code from my last attempt. Since I'm translating from Ruby (I...
TWS offers a demo account, different from the simulated paper trading account, that I use on weekends to test programming interfaces when the regular TWS is...
Thanks. I had forgotten the demo account still works. I have reproduced the problem and am sending an error report to Karl. His code is mishandling dates. Pete...
To be more specific, there is a logic error in Karl's code if less than a day's worth of historical data is requested. Other durations are also mishandled. I...
