Book review / Correlation analysis / Matlab

  1. 10,063 Posts.
    lightbulb Created with Sketch. 1312
    Been about 7yrs since I've posted on this thread... not too many familiar names!
    Where's everyone gone, what happened to Voltaire?

    Anyway, getting to the point... it was suggested I post this thread here to find other like minded people.

    Thought I would do so whilst its quiet.


    ----

    Hi All,

    Just throwing out a general expression of interest to other members who might want to work together on reviewing finance concepts and methods (hopefully we can start a thread and just keep contributing as we go along).

    For example at the moment I am trying to work through this book;



    And some of the maths I've been trying to work through that is referenced in the book is as follows;


    Source: http://arxiv.org/pdf/cond-mat/9802234.pdf
    Note: This is an academic article the book references .

    Its a very interesting read, but I'm just not getting the time to push through it each day.

    But I thought if I could work together with a few people we all might be able to push through it and come up with some interesting results.

    I've got access to Matlab and Reuters/Bloomberg to get all the data we need.


    I guess if you are still reading by now... let me know!
 
arrow-down-2 Created with Sketch. arrow-down-2 Created with Sketch.