Message-ID: <AANLkTimNOhW04Zb1ZL8ZyMXK6PpmwDxcMexXjvR8wcVm@mail.gmail.com>
Date: 2011-01-08T17:50:00Z
From: Joshua Ulrich
Subject: kyle.r?
In-Reply-To: <75425379-6EA0-4803-8CDA-EAE2F0DC9369@gmail.com>
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 Bj?rn 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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