Subject: eol data mining
vince ,
here are four graphs i came up with yesterday afternoon that may be of
interest :
the first one shows what percentage of our trades are done with different
counterparties -
( note the large part that aquila plays ! )
the other three graphs look at how trading volume varies during the week
between the hours of 8 : 00 am and 4 : 00 pm for different categories of product .
natural gas and power have their own graphs , as they have the largest traded
volumes . " products " is for the remaining categories .
there are still some things i would like to take a look at . the databeacon
software is now available , and can be reached at the following url :
do you have any specific questions that you would like me to try answering
regarding eol ?
i have also started doing some research on automated trading platforms . are
there any websites and / or papers you would recommend i read ?
thanks ,
tom