Additional LSPM R package functionality

[Joshua Ulrich]

Hi everyone,

I have been thinking about ways to make the LSPM R package easier to
use for people who are familiar with Ralph's Java application (e.g. an
easy way to load market systems, create joint probability tables,
etc.). However, I wouldn't personally use this type of functionality,
so it's very low on my priority list.

Would anyone find this functionality useful? If so, I've been
thinking about how to make it worth my time. One idea is for those
interested to chip-in and compensate me. But the package is
open-source, so anyone will be able to use the new functionality.
Therefore, to provide some incentive, whoever contributes would have
top priority in design decisions and feature requests (other incentive
suggestions are welcome).

Does anyone have other thoughts / ideas?

Best,
--
Joshua Ulrich  |  FOSS Trading: www.fosstrading.com

[Brady Preston]

Hey,

Josh I have not forgot about you. I have just got really busy with exams and
year end paper work. I think I have found a good book

Brady Preston

[Ronald Brandt]

Josh, have not forgot about this...........am thinking about the need exactly and will get back to you

Best regards,

 

Ron 

 

> From: josh.m...@gmail.com
> Date: Sun, 24 Apr 2011 12:36:52 -0500
> Subject: Additional LSPM R package functionality

[Ronald Brandt]

Josh, have not communicated with you in a while, so first Congratulations to the Cardinals (I believe you live in St. Louis).  Probably the best World Series in a long time.  The majority owner lives in Cincinnati, so we feel ties to the Cardinals too.

Re you message below, did anything ever come of it?  I am at the point where I am willing to contribute some dollars to this effort if you have others interested.  I certainly need an easier system to use and would like to be able to select and use multiple constraints (eg. cap on total f values for concurrent trades like you developed for me and another one would be a cap on the maximum value of any individual market system f value, etc.).   Also, I need to be able to run up to 20 Market Systems concurrently, input data for up to 100 Holding Periods and the Java program gets bogged down on anything over 6 and 20 respectively (at least on my computer it does).  The way my computer motor starts grinding when I run just a small simulation is really scary so I do not do it any more.  And like you stated, there needs to be a user-friendly interface for data input and we need to be able to get out user-friendly data and statistics.  I would like to have business input on your design if you will ever go ahead with this.  Also, it always becomes necessary to run many simulations (with different constraints) to optimize so there needs to be an automatic way to keep the history of those for later use.

I really believe that Ralph has something with his LSPM, but it needs to be taken to the

Thanks and looking forward to hearing from you!

Best regards,

 

Ron   Brandt
Cincinnati

 

> From: josh.m...@gmail.com
> Date: Sun, 24 Apr 2011 12:36:52 -0500
> Subject: Additional LSPM R package functionality
> To: leverage-sp...@googlegroups.com
>

[Hiroyuki Narita]

Hi there,

I would like to put some money for that, too.

Hiro

2011/10/29 Ronald Brandt <ronbr...@msn.com>:

--
Hiroyuki Narita