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Book review / Correlation analysis / Matlab, page-3

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24/08/16

19:35

Post #: 18655680
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Originally posted by gann45 ↑

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!

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now that is some math, wonder what it looks like as an image after some data is pumped through it?
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