herbijudlestoids: if i had say a year worth of EOD data could scatterplot daily returns against short term vols to see the relationship etc

herbijudlestoids: futures curve, vols, trend, fundamentals, benchmark indices, etc

herbijudlestoids: but after that i can think of all kinds of interesting things to look at

herbijudlestoids: i need to write a script that will take the irc log output and automagic it into appropriately named, quantmod compatible mysql tables

herbijudlestoids: i cant show you some of the other stuff iv grabbed because i didnt timestamp properly and R wont plot it nicely

herbijudlestoids: also would like to figure out if there is a diurnal pattern in the assets

herbijudlestoids: so you can see, the distribution of daily returns or, the 10-tick volatility, etc

herbijudlestoids: once i build up some data and refine my timestamping etc i will start to record 10 sec data from the ticks and then build all the lower resolutions from that high res feed

herbijudlestoids: its a pretty normal way to break the timeseries down in quantitative analysis, but usually at a lower resloution than per tick

herbijudlestoids: its the % return if you had invested in the asset at the tick

herbijudlestoids: x axis is the value of those returns

herbijudlestoids: i log normalise the return between ticks

herbijudlestoids: http://imgur.com/CkJ5kA8 <-- here is a distribution of the overnight tick returns

herbijudlestoids: i do, like i said last night, just an idea that came to me then

herbijudlestoids: otherwise some interesting datapoints coming through already

herbijudlestoids: hmmm forgot to put a datestamp on my logger