rule delays

classic Classic list List threaded Threaded
5 messages Options
Reply | Threaded
Open this post in threaded view
|

rule delays

Stephen Choularton-3
Hi

I am trying to implement Harry's Connor's RSI from his book Quantative
Trading ...

I have it working as is and have varied it to some shares in the ASX.

However, I want to pursue the idea of a fixed time (8 day) sell rule
that takes place if the normal rule doesn't produce a sale before.

I added this rule at line 127 of the file 3. strategy.R:

add.rule(strategy.st, name = "ruleSignal",
     arguments = list(sigcol = "longExit",
     sigval = TRUE,
     orderqty = "all", delay = 691200,
     ordertype = "market",
     orderside = "long", TxnFees = txnFees,
     replace = FALSE,
     prefer = "Open"), type= "exit", path.dep = TRUE)

but it seems to have no effect.

I attach all the code. You run it in the numbered order of the files.

I wonder if anyone can help me make this sort of rule work.

-----------------------------------------------------------------------------------------------------------------------------------

Stephen Choularton PhD, FIoD
0413 545 182

_______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only. If you want to post, subscribe first.
-- Also note that this is not the r-help list where general R questions should go.

1. functions.R (4K) Download Attachment
2. demoData.R (1K) Download Attachment
3. strategy.R (5K) Download Attachment
4. evaluate.R (5K) Download Attachment
Reply | Threaded
Open this post in threaded view
|

Re: rule delays

Ilya Kipnis
Stephen,

This might be a bit of a hack, but what I'd recommend is this:

Create a custom signal function (see my sigAND function in my IKTrading
package) that simply takes a signal and lags it by eight days, then put
that lagged signal with your original signal in a one-cancels-other order
set.

It's been a while since I formally wrote such code, but you can find such
an example here:
https://quantstrattrader.wordpress.com/2014/08/18/a-hammer-trading-system-demonstrating-custom-indicator-based-limit-orders-in-quantstrat/

Also, look up the R/Finance 2013 presentation on quantstrat that Brian
Peterson himself did which demonstrates this functionality as well.

Hope this helps.

-Ilya

On Fri, May 27, 2016 at 2:43 AM, Stephen Choularton <
[hidden email]> wrote:

> Hi
>
> I am trying to implement Harry's Connor's RSI from his book Quantative
> Trading ...
>
> I have it working as is and have varied it to some shares in the ASX.
>
> However, I want to pursue the idea of a fixed time (8 day) sell rule that
> takes place if the normal rule doesn't produce a sale before.
>
> I added this rule at line 127 of the file 3. strategy.R:
>
> add.rule(strategy.st, name = "ruleSignal",
>     arguments = list(sigcol = "longExit",
>     sigval = TRUE,
>     orderqty = "all", delay = 691200,
>     ordertype = "market",
>     orderside = "long", TxnFees = txnFees,
>     replace = FALSE,
>     prefer = "Open"), type= "exit", path.dep = TRUE)
>
> but it seems to have no effect.
>
> I attach all the code. You run it in the numbered order of the files.
>
> I wonder if anyone can help me make this sort of rule work.
>
> -----------------------------------------------------------------------------------------------------------------------------------
>
> Stephen Choularton PhD, FIoD
> 0413 545 182
>
> _______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions
> should go.
>

        [[alternative HTML version deleted]]

_______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only. If you want to post, subscribe first.
-- Also note that this is not the r-help list where general R questions should go.
Reply | Threaded
Open this post in threaded view
|

Re: rule delays

Stephen Choularton-3
In reply to this post by Stephen Choularton-3
Hi

I thought I had found a solution to this by adding the signal:

add.signal(strategy.st, name="sigFormula",
     arguments = list(columns = c("longEntry"),
     formula = "lag(longEntry, 8) == 1", cross=FALSE), label="fixedExit")


and a new rule:

add.rule(strategy.st, name = "ruleSignal",
     arguments = list(sigcol = "fixedExit",
     sigval = TRUE,
     orderqty = "all",
     ordertype = "market",
     orderside = "long", TxnFees = txnFees,
     replace = FALSE,
     prefer = "Open"), type= "exit", path.dep = TRUE)

I placed the rule before the old exit one assuming it would then take
precedent and because the rule was a sell all one it would do no harm
for the other rule to trigger as all = 0 at that stage.

It made a difference but I was not sure if it was working properly (ie
sell either when the normal sale is triggered or on 8 days whichever is
the earlier).  So I temporarily removed the old longExit signal and
associated rule.  That should have mean that I only got sales on the 8th
trading day after a purchase but this showed up in the order book:

            Order.Qty Order.Price        Order.Type Order.Side
Order.Threshold Order.Status Order.StatusTime      Prefer Order.Set
Txn.Fees Rule              Time.In.Force
2003-08-07 "3261"    "2.92237690558407" "market"   "long"
NA              "closed"     "2003-08-08 00:00:00" "Open" NA        
"-8"     "ruleSignal.rule" ""
2003-08-19 "all"     "2.95346608774812" "market"   "long"
NA              "closed"     "2003-08-20 00:00:00" "Open" NA        
"-8"     "ruleSignal.rule" ""
2003-11-11 "3073"    "3.92345478910284" "market"   "long"
NA              "closed"     "2003-11-12 00:00:00" "Open" NA        
"-8"     "ruleSignal.rule" ""
2003-11-21 "all"     "3.66852349535765" "market"   "long"
NA              "closed"     "2003-11-24 00:00:00" "Open" NA        
"-8"     "ruleSignal.rule" ""
2003-12-10 "2638"    "3.46333489307494" "market"   "long"
NA              "closed"     "2003-12-11 00:00:00" "Open" NA        
"-8"     "ruleSignal.rule" ""
2003-12-22 "all"     "3.01565066991264" "market"   "long"
NA              "closed"     "2003-12-23 00:00:00" "Open" NA        
"-8"     "ruleSignal.rule" ""
2004-01-13 "3591"    "3.07782903424074" "market"   "long"
NA              "closed"     "2004-01-14 00:00:00" "Open" NA        
"-8"     "ruleSignal.rule" ""
2004-01-23 "all"     "2.9223831234205"  "market"   "long"
NA              "closed"     "2004-01-26 00:00:00" "Open" NA        
"-8"     "ruleSignal.rule" ""
2004-01-28 "3603"    "2.76693721260026" "market"   "long"
NA              "closed"     "2004-01-29 00:00:00" "Open" NA        
"-8"     "ruleSignal.rule" ""
2004-01-30 "all"     "2.81046206762993" "market"   "long"
NA              "closed"     "2004-02-02 00:00:00" "Open" NA        
"-8"     "ruleSignal.rule" ""
Please note the last line shows a purchase and sale only two calendar
days apart.  They were weekdays.  That is not in accordance with the
indicator or rule I wrote.   In fact mktdata shows:

2004-01-28                 1         0         1         0
2004-01-29                 0         0         0         0
2004-01-30                 0         0         0         0
2004-02-02                 0         0         0         0
2004-02-03                 0         0         0         0
2004-02-04                 0         0         0         0
2004-02-05                 0         0         0         0
2004-02-06                 0         0         0         0
2004-02-09                 0         0         0         1

with the signals on the correct days.

Just a sanity check.  Can anyone tell me where I am going wrong,
presumably in writing that rule.

-----------------------------------------------------------------------------------------------------------------------------------

Stephen Choularton PhD, FIoD

On 27/05/2016 4:43 PM, Stephen Choularton wrote:

> Hi
>
> I am trying to implement Harry's Connor's RSI from his book Quantative
> Trading ...
>
> I have it working as is and have varied it to some shares in the ASX.
>
> However, I want to pursue the idea of a fixed time (8 day) sell rule
> that takes place if the normal rule doesn't produce a sale before.
>
> I added this rule at line 127 of the file 3. strategy.R:
>
> add.rule(strategy.st, name = "ruleSignal",
>     arguments = list(sigcol = "longExit",
>     sigval = TRUE,
>     orderqty = "all", delay = 691200,
>     ordertype = "market",
>     orderside = "long", TxnFees = txnFees,
>     replace = FALSE,
>     prefer = "Open"), type= "exit", path.dep = TRUE)
>
> but it seems to have no effect.
>
> I attach all the code. You run it in the numbered order of the files.
>
> I wonder if anyone can help me make this sort of rule work.
>
> -----------------------------------------------------------------------------------------------------------------------------------
>
> Stephen Choularton PhD, FIoD
> 0413 545 182

_______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only. If you want to post, subscribe first.
-- Also note that this is not the r-help list where general R questions should go.
Reply | Threaded
Open this post in threaded view
|

Re: rule delays

Stephen Choularton-3
Hi

The more I look the more I see problems.  This is from the orderbook.

date size days value price

       
       
       
       
2003-08-07 3261
        9529.8710891097 2.9223769056
2003-08-19 all 9 9631.2529121466 2.9534660877
2003-11-11 3073 61 12056.776566913 3.9234547891
2003-11-21 all 9 11273.3727012341 3.6685234954
2003-12-10 2638 14 9136.2774479317 3.4633348931
2003-12-22 all 9 7955.2864672296 3.0156506699
2004-01-13 3591 17 11052.4840619585 3.0778290342
2004-01-23 all 9 10494.277796203 2.9223831234
2004-01-28 3603 4 9969.2747769987 2.7669372126
2004-01-30 all 3 10126.0948296706 2.8104620676
2004-02-03 3184 3 8710.9401289089 2.7358480304
2004-02-09 all 5 8809.9280849192 2.7669372126
2004-08-19 2298 139 8716.0387547838 3.792880224
2004-08-31 all 9 8873.2132241324 3.8612764248
2004-09-17 3469 14 13524.1859650561 3.8985834434
2004-09-29 all 9 13265.3498700311 3.8239694062
2005-01-06 3969 72 17546.4794820949 4.4208817037
2005-01-18 all 9 18484.2660085641 4.6571594882
2005-02-21 1830 25 8442.9513786548 4.6136346331
2005-03-03 all 9 8306.4076905903 4.539020596

I have highlighted two trades which are not according to that 8 day
rule. If the highlighting gets lost they are the closing sales on the 30
Jan and 9 Feb.  I can't figure out why.

However, I also notice that the value of the investments made varies
widely when I would have expected them to be fairly consistent.

Can anyone throw any light on these problems.

Thanks.


------------------------------------------
Stephen Choularton PhD, FIoD

On 28/05/2016 5:05 PM, Stephen Choularton wrote:

> Hi
>
> I thought I had found a solution to this by adding the signal:
>
> add.signal(strategy.st, name="sigFormula",
>     arguments = list(columns = c("longEntry"),
>     formula = "lag(longEntry, 8) == 1", cross=FALSE), label="fixedExit")
>
>
> and a new rule:
>
> add.rule(strategy.st, name = "ruleSignal",
>     arguments = list(sigcol = "fixedExit",
>     sigval = TRUE,
>     orderqty = "all",
>     ordertype = "market",
>     orderside = "long", TxnFees = txnFees,
>     replace = FALSE,
>     prefer = "Open"), type= "exit", path.dep = TRUE)
>
> I placed the rule before the old exit one assuming it would then take
> precedent and because the rule was a sell all one it would do no harm
> for the other rule to trigger as all = 0 at that stage.
>
> It made a difference but I was not sure if it was working properly (ie
> sell either when the normal sale is triggered or on 8 days whichever
> is the earlier).  So I temporarily removed the old longExit signal and
> associated rule.  That should have mean that I only got sales on the
> 8th trading day after a purchase but this showed up in the order book:
>
>            Order.Qty Order.Price        Order.Type Order.Side
> Order.Threshold Order.Status Order.StatusTime      Prefer Order.Set
> Txn.Fees Rule              Time.In.Force
> 2003-08-07 "3261"    "2.92237690558407" "market"   "long"
> NA              "closed"     "2003-08-08 00:00:00" "Open" NA        
> "-8"     "ruleSignal.rule" ""
> 2003-08-19 "all"     "2.95346608774812" "market"   "long"
> NA              "closed"     "2003-08-20 00:00:00" "Open" NA        
> "-8"     "ruleSignal.rule" ""
> 2003-11-11 "3073"    "3.92345478910284" "market"   "long"
> NA              "closed"     "2003-11-12 00:00:00" "Open" NA        
> "-8"     "ruleSignal.rule" ""
> 2003-11-21 "all"     "3.66852349535765" "market"   "long"
> NA              "closed"     "2003-11-24 00:00:00" "Open" NA        
> "-8"     "ruleSignal.rule" ""
> 2003-12-10 "2638"    "3.46333489307494" "market"   "long"
> NA              "closed"     "2003-12-11 00:00:00" "Open" NA        
> "-8"     "ruleSignal.rule" ""
> 2003-12-22 "all"     "3.01565066991264" "market"   "long"
> NA              "closed"     "2003-12-23 00:00:00" "Open" NA        
> "-8"     "ruleSignal.rule" ""
> 2004-01-13 "3591"    "3.07782903424074" "market"   "long"
> NA              "closed"     "2004-01-14 00:00:00" "Open" NA        
> "-8"     "ruleSignal.rule" ""
> 2004-01-23 "all"     "2.9223831234205"  "market"   "long"
> NA              "closed"     "2004-01-26 00:00:00" "Open" NA        
> "-8"     "ruleSignal.rule" ""
> 2004-01-28 "3603"    "2.76693721260026" "market"   "long"
> NA              "closed"     "2004-01-29 00:00:00" "Open" NA        
> "-8"     "ruleSignal.rule" ""
> 2004-01-30 "all"     "2.81046206762993" "market"   "long"
> NA              "closed"     "2004-02-02 00:00:00" "Open" NA        
> "-8"     "ruleSignal.rule" ""
> Please note the last line shows a purchase and sale only two calendar
> days apart.  They were weekdays.  That is not in accordance with the
> indicator or rule I wrote.   In fact mktdata shows:
>
> 2004-01-28                 1         0         1         0
> 2004-01-29                 0         0         0         0
> 2004-01-30                 0         0         0         0
> 2004-02-02                 0         0         0         0
> 2004-02-03                 0         0         0         0
> 2004-02-04                 0         0         0         0
> 2004-02-05                 0         0         0         0
> 2004-02-06                 0         0         0         0
> 2004-02-09                 0         0         0         1
>
> with the signals on the correct days.
>
> Just a sanity check.  Can anyone tell me where I am going wrong,
> presumably in writing that rule.
>
> -----------------------------------------------------------------------------------------------------------------------------------
>
> Stephen Choularton PhD, FIoD
>
> On 27/05/2016 4:43 PM, Stephen Choularton wrote:
>> Hi
>>
>> I am trying to implement Harry's Connor's RSI from his book
>> Quantative Trading ...
>>
>> I have it working as is and have varied it to some shares in the ASX.
>>
>> However, I want to pursue the idea of a fixed time (8 day) sell rule
>> that takes place if the normal rule doesn't produce a sale before.
>>
>> I added this rule at line 127 of the file 3. strategy.R:
>>
>> add.rule(strategy.st, name = "ruleSignal",
>>     arguments = list(sigcol = "longExit",
>>     sigval = TRUE,
>>     orderqty = "all", delay = 691200,
>>     ordertype = "market",
>>     orderside = "long", TxnFees = txnFees,
>>     replace = FALSE,
>>     prefer = "Open"), type= "exit", path.dep = TRUE)
>>
>> but it seems to have no effect.
>>
>> I attach all the code. You run it in the numbered order of the files.
>>
>> I wonder if anyone can help me make this sort of rule work.
>>
>> -----------------------------------------------------------------------------------------------------------------------------------
>>
>> Stephen Choularton PhD, FIoD
>> 0413 545 182
>
> _______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R
> questions should go.
>

_______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only. If you want to post, subscribe first.
-- Also note that this is not the r-help list where general R questions should go.
Reply | Threaded
Open this post in threaded view
|

Re: rule delays

braverock
You can't 'highlight' anything in non-HTML email.  The list only passes
through standard text emails.

The order book does not contain columns
date     size     days     value     price

so you've done some transformation or aggregation.

If you want someone to help you, I suggest using an actual minimal
reproducible example.  Keep removing things from your script: options,
arguments, data, stategy components, etc. until it has *nothing* more
than necessary to replicate what you believe to be the problem.

Your emails after the first one *add* things, not remove  them. That is
unlikely to uncover a problem, if one exists.

The 'delay' argument was designed for intraday data, where we have used
it on backtests for years.

Also, Ilya Kipnis already suggested another approach.  You could add
another signal which is simply a lag 8 days after your entry signal. (I
don't think you need sigAND  or sigOR for this, just lag as the signal
function)

In any event, adding complexity is unlikely to help uncover the solution.

Regards,

Brian

On 05/29/2016 04:56 AM, Stephen Choularton wrote:

> Hi
>
> The more I look the more I see problems.  This is from the orderbook.
>
> date     size     days     value     price
>
>
>
>
>
> 2003-08-07     3261
>      9529.8710891097     2.9223769056
> 2003-08-19     all     9     9631.2529121466     2.9534660877
> 2003-11-11     3073     61     12056.776566913     3.9234547891
> 2003-11-21     all     9     11273.3727012341     3.6685234954
> 2003-12-10     2638     14     9136.2774479317     3.4633348931
> 2003-12-22     all     9     7955.2864672296     3.0156506699
> 2004-01-13     3591     17     11052.4840619585     3.0778290342
> 2004-01-23     all     9     10494.277796203     2.9223831234
> 2004-01-28     3603     4     9969.2747769987     2.7669372126
> 2004-01-30     all     3     10126.0948296706     2.8104620676
> 2004-02-03     3184     3     8710.9401289089     2.7358480304
> 2004-02-09     all     5     8809.9280849192     2.7669372126
> 2004-08-19     2298     139     8716.0387547838     3.792880224
> 2004-08-31     all     9     8873.2132241324     3.8612764248
> 2004-09-17     3469     14     13524.1859650561     3.8985834434
> 2004-09-29     all     9     13265.3498700311     3.8239694062
> 2005-01-06     3969     72     17546.4794820949     4.4208817037
> 2005-01-18     all     9     18484.2660085641     4.6571594882
> 2005-02-21     1830     25     8442.9513786548     4.6136346331
> 2005-03-03     all     9     8306.4076905903     4.539020596
>
> I have highlighted two trades which are not according to that 8 day
> rule. If the highlighting gets lost they are the closing sales on the 30
> Jan and 9 Feb.  I can't figure out why.
>
> However, I also notice that the value of the investments made varies
> widely when I would have expected them to be fairly consistent.
>
> Can anyone throw any light on these problems.
>
> Thanks.
>
>
> ------------------------------------------
> Stephen Choularton PhD, FIoD
>
> On 28/05/2016 5:05 PM, Stephen Choularton wrote:
>> Hi
>>
>> I thought I had found a solution to this by adding the signal:
>>
>> add.signal(strategy.st, name="sigFormula",
>>     arguments = list(columns = c("longEntry"),
>>     formula = "lag(longEntry, 8) == 1", cross=FALSE), label="fixedExit")
>>
>>
>> and a new rule:
>>
>> add.rule(strategy.st, name = "ruleSignal",
>>     arguments = list(sigcol = "fixedExit",
>>     sigval = TRUE,
>>     orderqty = "all",
>>     ordertype = "market",
>>     orderside = "long", TxnFees = txnFees,
>>     replace = FALSE,
>>     prefer = "Open"), type= "exit", path.dep = TRUE)
>>
>> I placed the rule before the old exit one assuming it would then take
>> precedent and because the rule was a sell all one it would do no harm
>> for the other rule to trigger as all = 0 at that stage.
>>
>> It made a difference but I was not sure if it was working properly (ie
>> sell either when the normal sale is triggered or on 8 days whichever
>> is the earlier).  So I temporarily removed the old longExit signal and
>> associated rule.  That should have mean that I only got sales on the
>> 8th trading day after a purchase but this showed up in the order book:
>>
>>            Order.Qty Order.Price        Order.Type Order.Side
>> Order.Threshold Order.Status Order.StatusTime      Prefer Order.Set
>> Txn.Fees Rule              Time.In.Force
>> 2003-08-07 "3261"    "2.92237690558407" "market"   "long"
>> NA              "closed"     "2003-08-08 00:00:00" "Open" NA "-8"
>> "ruleSignal.rule" ""
>> 2003-08-19 "all"     "2.95346608774812" "market"   "long"
>> NA              "closed"     "2003-08-20 00:00:00" "Open" NA "-8"
>> "ruleSignal.rule" ""
>> 2003-11-11 "3073"    "3.92345478910284" "market"   "long"
>> NA              "closed"     "2003-11-12 00:00:00" "Open" NA "-8"
>> "ruleSignal.rule" ""
>> 2003-11-21 "all"     "3.66852349535765" "market"   "long"
>> NA              "closed"     "2003-11-24 00:00:00" "Open" NA "-8"
>> "ruleSignal.rule" ""
>> 2003-12-10 "2638"    "3.46333489307494" "market"   "long"
>> NA              "closed"     "2003-12-11 00:00:00" "Open" NA "-8"
>> "ruleSignal.rule" ""
>> 2003-12-22 "all"     "3.01565066991264" "market"   "long"
>> NA              "closed"     "2003-12-23 00:00:00" "Open" NA "-8"
>> "ruleSignal.rule" ""
>> 2004-01-13 "3591"    "3.07782903424074" "market"   "long"
>> NA              "closed"     "2004-01-14 00:00:00" "Open" NA "-8"
>> "ruleSignal.rule" ""
>> 2004-01-23 "all"     "2.9223831234205"  "market"   "long"
>> NA              "closed"     "2004-01-26 00:00:00" "Open" NA "-8"
>> "ruleSignal.rule" ""
>> 2004-01-28 "3603"    "2.76693721260026" "market"   "long"
>> NA              "closed"     "2004-01-29 00:00:00" "Open" NA "-8"
>> "ruleSignal.rule" ""
>> 2004-01-30 "all"     "2.81046206762993" "market"   "long"
>> NA              "closed"     "2004-02-02 00:00:00" "Open" NA "-8"
>> "ruleSignal.rule" ""
>> Please note the last line shows a purchase and sale only two calendar
>> days apart.  They were weekdays.  That is not in accordance with the
>> indicator or rule I wrote.   In fact mktdata shows:
>>
>> 2004-01-28                 1         0         1         0
>> 2004-01-29                 0         0         0         0
>> 2004-01-30                 0         0         0         0
>> 2004-02-02                 0         0         0         0
>> 2004-02-03                 0         0         0         0
>> 2004-02-04                 0         0         0         0
>> 2004-02-05                 0         0         0         0
>> 2004-02-06                 0         0         0         0
>> 2004-02-09                 0         0         0         1
>>
>> with the signals on the correct days.
>>
>> Just a sanity check.  Can anyone tell me where I am going wrong,
>> presumably in writing that rule.
>>
>> -----------------------------------------------------------------------------------------------------------------------------------
>>
>> Stephen Choularton PhD, FIoD
>>
>> On 27/05/2016 4:43 PM, Stephen Choularton wrote:
>>> Hi
>>>
>>> I am trying to implement Harry's Connor's RSI from his book
>>> Quantative Trading ...
>>>
>>> I have it working as is and have varied it to some shares in the ASX.
>>>
>>> However, I want to pursue the idea of a fixed time (8 day) sell rule
>>> that takes place if the normal rule doesn't produce a sale before.
>>>
>>> I added this rule at line 127 of the file 3. strategy.R:
>>>
>>> add.rule(strategy.st, name = "ruleSignal",
>>>     arguments = list(sigcol = "longExit",
>>>     sigval = TRUE,
>>>     orderqty = "all", delay = 691200,
>>>     ordertype = "market",
>>>     orderside = "long", TxnFees = txnFees,
>>>     replace = FALSE,
>>>     prefer = "Open"), type= "exit", path.dep = TRUE)
>>>
>>> but it seems to have no effect.
>>>
>>> I attach all the code. You run it in the numbered order of the files.
>>>
>>> I wonder if anyone can help me make this sort of rule work.
>>>
>>> -----------------------------------------------------------------------------------------------------------------------------------
>>>
>>> Stephen Choularton PhD, FIoD
>>> 0413 545 182
>>
>> _______________________________________________
>> [hidden email] mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
>> -- Subscriber-posting only. If you want to post, subscribe first.
>> -- Also note that this is not the r-help list where general R
>> questions should go.
>>
>
> _______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions
> should go.


--
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock

_______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only. If you want to post, subscribe first.
-- Also note that this is not the r-help list where general R questions should go.