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<DIV><FONT face=Arial size=2>All,</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2>Some of my colleagues and I are interested in
developing a quantitative trading package for R.</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2>Perceived limitations with available quantitative
trading software are:</FONT></DIV>
<DIV><FONT face=Arial size=2>
<DIV><FONT face=Arial size=2>- lack sophisticated statistical
capabilities</FONT></DIV>
<DIV><FONT face=Arial size=2>- generate single security buy/sell signals as
opposed to ranking trading alternatives</FONT></DIV>
<DIV><FONT face=Arial size=2>- fixed feature set with limited ability to be
extended</FONT></DIV>- high price</FONT></DIV>
<DIV><FONT face=Arial size=2>- typically require fee-based subscription service
for historical quotes</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2>The quantitative trading toolkit for R that we are
proposing would have the following capabilities:</FONT></DIV>
<DIV><FONT face=Arial size=2>
<DIV><FONT face=Arial size=2>- take advantage of the statistical computing and
graphics capabilities of R</FONT></DIV>
<DIV><FONT face=Arial size=2>- operate (and optimize) on a portfolio basis and
produce a ranked list of trading decisions</FONT></DIV>
<DIV><FONT face=Arial size=2>- be flexible and extendable</FONT></DIV>- open
source</FONT></DIV>
<DIV><FONT face=Arial size=2>- exploit readily available real-time and historic
quotes through the internet</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2>We would greatly appreciate any comments or
suggestions regarding this project.</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2>And, of course, we would very much like to hear
from anyone interested in collaborating in this effort.</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2>Regards,</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2>Guy Yollin</FONT></DIV>
<DIV><FONT face=Arial size=2><A
href="mailto:yollin@speakeasy.net">yollin@speakeasy.net</A></FONT></DIV>
<DIV><FONT face=Arial size=2><A
href="mailto:yolling@esi.com">yolling@esi.com</A></FONT></DIV>
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