the police every breath you take goo goo dolls iris hey hey my my colorblind counting crows

The Verve - Bitter Sweet Symphony

http://astro.temple.edu/~buck/notes/lectures.html ess

Statistics and Data Analysis for Financial Engineering

David Ruppert

Market risk analysis. Volume 2, Practical financial econometrics / [electronic resource] / Carol Alexander.
http://fedc.wiwi.hu-berlin.de/xplore/ebooks/html/anr/anrhtmlnode11.html

saaim.khan@citi.com

I am student at University Of Michigan, Ann Arbor, beginning my first trimester in the Masters program. My area of concentration is Financial Engineering. I would appreciate the opportunity to discuss with you briefly your experience at xyz. I have experience in data analytics and want to work in equity research post-graduating.

indices <- read.csv("C:/Users/Chetan/Desktop/508/Homework/Indices_2000-2011.csv",header = TRUE)

DJIA <- rev(indices$DJIA) NYSE <- rev(indices$NYSE) SP500 <- rev(indices$SP500) NASDAQ <- rev(indices$NASDAQ) DJIA_logreturn <- diff(log(DJIA)) NYSE_logreturn <- diff(log(NYSE)) SP500_logreturn <- diff(log(SP500)) NASDAQ_logreturn <- diff(log(NASDAQ)) tmp2 <- rq(DJIA_logreturn ~ NYSE_logreturn + SP500_logreturn + NASDAQ_logreturn) summary(tmp2)

plot(fitted.model$fitted, fitted.model$residuals,xlab="Fitted",ylab="Residuals") abline(h=0) plot(fitted.model$residual[-612],fitted.model$residual[-1],xlab="i",ylab="i+1") qqnorm(fitted.model$residuals) qqline(fitted.model$residuals)

delta <- residuals(rq(DJIA_logreturn ~ SP500_logreturn + NASDAQ_logreturn)) gamma <- residuals(rq(NYSE_logreturn ~ SP500_logreturn + NASDAQ_logreturn)) plot(gamma,delta,xlab="NYSE Residuals",ylab="DJIA Residuals") temp <- rq(delta ~ gamma) abline(reg=temp) plot(NYSE_logreturn,fitted.model$residuals+coef(fitted.model)["NYSE_logreturn"]*NYSE_logreturn,xlab ="NYSE",ylab="DJIA(adjusted)") abline(a=0, b=coef(fitted.model)["NYSE_logreturn"])