[R-SIG-Finance] Thoughts for "Michael" (was "high frequency")

[Steve Wisdom]

Michael <comtech.usa at gmail.com>

> In fact, I have the whole jump processes of best bid, and best ask, at
> a continuous level (in the sense of time-stamped arrival data), and
> also the jump process of the last trade price, at a continuous level
> (in the sense of time-stamped arrival data). Any more thoughts?

Thoughts:

1) Confine R-Sig-Fin posts to... R-Sig-Fin questions

2) Supply a real name (first, last)... this isn't elitetrader.com

3) Read a book or books on the topic

4) Have a beer with a quant from one of the brand-name shops

HTH, Steve