[R-SIG-Finance] kyle.r?

Joshua Ulrich josh.m.ulrich at gmail.com
Sat Jan 8 18:50:00 CET 2011

I attended that presentation and I'm fairly certain Dale asked that we
not share his code.  Have you asked him for it?
Joshua Ulrich  |  FOSS Trading: www.fosstrading.com

2011/1/8 Björn Hertzberg <bjorn.hertzberg at gmail.com>:
> I've been trying to find the code for simulating the Kyle 1985 model that Dale Rosenthal presented on his R/Finance 2009 market microstructure tutorial, but can't find it. Does anyone have a copy of it?
> Regards,
> Bjorn
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