Thanks, reading it now.

Neil

On May 7, 2009, at 3:24 PM, Mark Breman wrote:

> Hello Neil,
>
> Your story sounds like mine.
>
> I came across the following link and am studying it. It looks  
> promising and is very concrete as opposed to all those theoretical  
> models: http://www.sputnik.to/archives/92-Trading-with-market-Statistics-Tutorial-on-Traders-Laboratory.html
>
> Hope this helps.
>
> Regards,
>
> -Mark-
>
> From: Neil Tiffin <neilt@neiltiffin.com>
> To: r-sig-finance@stat.math.ethz.ch
> Sent: Thursday, May 7, 2009 4:57:20 PM
> Subject: [R-SIG-Finance] Intro Stock Market Time Series Questions
>
> I am starting to learn more about using statistics and time series  
> to augment my trading activities and need a few pointers to get  
> started in the right direction.  Being an engineer, I have a  
> background in programming and math, at the Calculus and Laplace  
> Transform level, but only intro level statistics.  I have the books  
> "Analysis of Financial Time Series" by Tsay,  "Intro Statistics with  
> R" by Dalgarrd, and "Data Analysis and Graphics Using R" by  
> Maindonald and Braun.
>
> My first interest is determine what price changes are due to the  
> market in general and what are due to underlying issues with a  
> particular stock.  For this I would like to compare two time series  
> and determine if the security is moving with the market (S&P500) or  
> is something else effecting it.  I do not need to know what is  
> effecting the price movement, but I am interested in understand if  
> the effect is weak or strong compared to historical movements and if  
> the movement is sympathetic or counter to the general market.  I  
> have access to real time data and am interested in shorter term  
> analysis that can provide information to support other trading  
> decisions.
>
> If someone would point me to specific functions or reference  
> material I am more than happy to read and learn.  I am however,  
> overwhelmed with the subject and just need a bit of practical advice  
> as to how others are doing this day to day.
>
> Thank you.
>
> Neil Tiffin
> Chicago


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