Courses

S-PLUS Product Family Provides Flexible Data Analysis Solution for High-frequency Financial Data presented by Dr. Eric Zivot, University of Washington

Date: March 16, 2004 at 8:30 a.m. PST, 11:30 a.m. EST

More information: www.insightful.com/news_events/webcasts/fin04/highfreq.asp

More and more, academic researchers who study financial markets and practioners in the finance industry are using high frequency financial data. Such data is used for modeling the market dynamics to support real time or near real-time trading, transaction cost and price impact modeling, as well as market microstructure issues such as price discovery, competition among related markets and the strategic behavior of market participants. 

S-PLUS, with it rich and flexible object oriented statistical modeling language, time and date handling and graphical facilities, is ideally suited for the analysis of high frequency data. In this presentation, Dr. Zivot will show how S-PLUS and S+FinMetrics can be used for summarizing and analyzing high frequency financial data.   Topics that will be addressed in this web seminar include

• S-PLUS time series and time date objects
• Graphical analysis
• Creating market variables
• Descriptive analysis
• Modeling seasonality