Comments on: Modeling High Frequency Data http://www.neuralmarkettrends.com/2007/10/16/modeling-high-frequency-data/ Using Rapidminer to model trends in the financial markets Sun, 12 Oct 2008 05:08:25 +0000 http://wordpress.org/?v=2.6.2 By: linda http://www.neuralmarkettrends.com/2007/10/16/modeling-high-frequency-data/#comment-1869 linda Mon, 31 Mar 2008 11:16:47 +0000 http://www.neuralmarkettrends.com/2007/10/16/modeling-high-frequency-data/#comment-1869 thanks a lot for your help shane. It is just perfect!!! thanks a lot for your help shane. It is just perfect!!!

]]> By: Tom http://www.neuralmarkettrends.com/2007/10/16/modeling-high-frequency-data/#comment-1865 Tom Mon, 31 Mar 2008 10:14:02 +0000 http://www.neuralmarkettrends.com/2007/10/16/modeling-high-frequency-data/#comment-1865 Shane: Thanks for helping Linda out. Linda: Good luck with your graduate work! Shane: Thanks for helping Linda out.

Linda: Good luck with your graduate work!

]]> By: Shane http://www.neuralmarkettrends.com/2007/10/16/modeling-high-frequency-data/#comment-1863 Shane Mon, 31 Mar 2008 00:36:05 +0000 http://www.neuralmarkettrends.com/2007/10/16/modeling-high-frequency-data/#comment-1863 You must be on dialup. :-) Ok, try again. You must be on dialup. :-) Ok, try again.

]]> By: linda http://www.neuralmarkettrends.com/2007/10/16/modeling-high-frequency-data/#comment-1862 linda Sun, 30 Mar 2008 23:13:24 +0000 http://www.neuralmarkettrends.com/2007/10/16/modeling-high-frequency-data/#comment-1862 I just got a message that the downloading failed can you please give me some more time? I just got a message that the downloading failed can you please give me some more time?

]]> By: linda http://www.neuralmarkettrends.com/2007/10/16/modeling-high-frequency-data/#comment-1859 linda Sun, 30 Mar 2008 19:03:30 +0000 http://www.neuralmarkettrends.com/2007/10/16/modeling-high-frequency-data/#comment-1859 Thanks a lot shane for your help! I'm downloading at the moment. So probably I will be finished in an hour. I will try the java library as soon as opentick except new users again. Thanks a lot Linda Thanks a lot shane for your help! I’m downloading at the moment. So probably I will be finished in an hour.

I will try the java library as soon as opentick except new users again. Thanks a lot

Linda

]]> By: Shane http://www.neuralmarkettrends.com/2007/10/16/modeling-high-frequency-data/#comment-1858 Shane Sun, 30 Mar 2008 18:48:50 +0000 http://www.neuralmarkettrends.com/2007/10/16/modeling-high-frequency-data/#comment-1858 Linda, Please let me know once you have downloaded the file. Shane Linda,

Please let me know once you have downloaded the file.

Shane

]]> By: Shane http://www.neuralmarkettrends.com/2007/10/16/modeling-high-frequency-data/#comment-1857 Shane Sun, 30 Mar 2008 17:52:02 +0000 http://www.neuralmarkettrends.com/2007/10/16/modeling-high-frequency-data/#comment-1857 Linda, OpenTick has a Java library that will work on the Mac (any operating system w/ a JVM). Here is some market depth data from the S&P 500 emini futures contract: http://www.spectrumtech.net/jbt/es-Feb12-Mar26.zip Shane Linda,

OpenTick has a Java library that will work on the Mac (any operating system w/ a JVM).

Here is some market depth data from the S&P 500 emini futures contract:

http://www.spectrumtech.net/jbt/es-Feb12-Mar26.zip

Shane

]]> By: linda http://www.neuralmarkettrends.com/2007/10/16/modeling-high-frequency-data/#comment-1856 linda Sun, 30 Mar 2008 16:51:43 +0000 http://www.neuralmarkettrends.com/2007/10/16/modeling-high-frequency-data/#comment-1856 Hi, for my master thesis I want to do some analyzes on High frequency data. Using a model wich has stochastic volatility. I found it hard to find some data to use. The only thing I could find was daily data on yahoo, but for that my model doesn't work. I have a mac so I can not use opentick software, moreover it is currently not possible to sign up for opentick. My question is if one of you could send me some high frequency data wich you already have downloaded? hope to here from you. linda.vos1 'at' gmail.com Hi,

for my master thesis I want to do some analyzes on High frequency data. Using a model wich has stochastic volatility. I found it hard to find some data to use. The only thing I could find was daily data on yahoo, but for that my model doesn’t work.
I have a mac so I can not use opentick software, moreover it is currently not possible to sign up for opentick.
My question is if one of you could send me some high frequency data wich you already have downloaded?
hope to here from you.

linda.vos1 ‘at’ gmail.com

]]> By: Sarah http://www.neuralmarkettrends.com/2007/10/16/modeling-high-frequency-data/#comment-1512 Sarah Mon, 04 Feb 2008 22:36:03 +0000 http://www.neuralmarkettrends.com/2007/10/16/modeling-high-frequency-data/#comment-1512 Dan and Shane, Thanks for the information about opentick. It works like a charm. I just downloaded two years data for GOOG on minute tick for free! Just Awsome! Thanks, ~Sarah Dan and Shane,
Thanks for the information about opentick. It works like a charm.
I just downloaded two years data for GOOG on minute tick for free! Just Awsome!
Thanks,
~Sarah

]]> By: Tom http://www.neuralmarkettrends.com/2007/10/16/modeling-high-frequency-data/#comment-866 Tom Fri, 30 Nov 2007 11:05:54 +0000 http://www.neuralmarkettrends.com/2007/10/16/modeling-high-frequency-data/#comment-866 You know, I'll have to check it out when I have time. Unless some readers want to help me out? I could use a few "assistants." You know, I’ll have to check it out when I have time. Unless some readers want to help me out? I could use a few “assistants.”

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