Matches for herbi*, 4182 total results Sorted by newest | relevance
Thu Jan 30 01:50:01 UTC 2014 <herbijudlestoids> doesnt it say the bet was 0.011BTC? i.e. 0.011 * ~1000 ~= 11USD? or was this when the price was lower, he says it was when th eprice was higher lol
Thu Jan 30 01:47:48 UTC 2014 <herbijudlestoids> banh mih for $3.50 :)
Thu Jan 30 01:47:19 UTC 2014 <herbijudlestoids> lunchtiem
Thu Jan 30 01:34:07 UTC 2014 <herbijudlestoids> i refined some stuff this morning on examining the data and will write some scriptage tonight probly, all thanks to access to free data ;)
Thu Jan 30 01:33:15 UTC 2014 <herbijudlestoids> thats for MPOE
Thu Jan 30 01:33:09 UTC 2014 <herbijudlestoids> not exactly a large sample size
Thu Jan 30 01:32:59 UTC 2014 <herbijudlestoids> interesting skew formation
Thu Jan 30 01:32:35 UTC 2014 <herbijudlestoids> dunno if you saw it or not http://i.imgur.com/CkJ5kA8.png
Thu Jan 30 01:32:12 UTC 2014 <herbijudlestoids> mircea_popescu: i made a quick graph from the data i logged last night, distribution of tick returns
Thu Jan 30 00:05:39 UTC 2014 <herbijudlestoids> if i had say a year worth of EOD data could scatterplot daily returns against short term vols to see the relationship etc
Wed Jan 29 23:59:10 UTC 2014 <herbijudlestoids> futures curve, vols, trend, fundamentals, benchmark indices, etc
Wed Jan 29 23:58:49 UTC 2014 <herbijudlestoids> but after that i can think of all kinds of interesting things to look at
Wed Jan 29 23:58:37 UTC 2014 <herbijudlestoids> i need to write a script that will take the irc log output and automagic it into appropriately named, quantmod compatible mysql tables
Wed Jan 29 23:50:45 UTC 2014 <herbijudlestoids> :/
Wed Jan 29 23:48:44 UTC 2014 <herbijudlestoids> i cant show you some of the other stuff iv grabbed because i didnt timestamp properly and R wont plot it nicely
Wed Jan 29 23:47:31 UTC 2014 <herbijudlestoids> also would like to figure out if there is a diurnal pattern in the assets
Wed Jan 29 23:47:10 UTC 2014 <herbijudlestoids> so you can see, the distribution of daily returns or, the 10-tick volatility, etc
Wed Jan 29 23:46:30 UTC 2014 <herbijudlestoids> once i build up some data and refine my timestamping etc i will start to record 10 sec data from the ticks and then build all the lower resolutions from that high res feed
Wed Jan 29 23:45:54 UTC 2014 <herbijudlestoids> its a pretty normal way to break the timeseries down in quantitative analysis, but usually at a lower resloution than per tick
Wed Jan 29 23:44:57 UTC 2014 <herbijudlestoids> (log normalised)