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From: walt_sak@proper.UUCP (Walt Sakai)
Newsgroups: net.invest,net.math.stat
Subject: FORECASTING CAPITAL MARKETS
Message-ID: <339@proper.UUCP>
Date: Sat, 5-Oct-85 15:03:21 EDT
Article-I.D.: proper.339
Posted: Sat Oct  5 15:03:21 1985
Date-Received: Mon, 7-Oct-85 05:38:47 EDT
Reply-To: walt_sak@proper.UUCP (walt_sak)
Organization: Proper UNIX, Oakland CA
Lines: 20
Xref: watmath net.invest:780 net.math.stat:140


I would like to call for comments regarding FORECASTING the
various areas of the CAPITAL MARKETS, especially with respect
to TRADING.   Comments on negative results are very welcome.

Particular areas include:
     BOND MARKET                        TIME-SERIES ANALYSIS
     MONEY MARKET                       ARMA / BOX-JENKINS
     FOREIGN EXCHANGE                   MULTIVARIATE METHODS
     FINANCIAL FUTURES                  KALMAN / SPACE-STATE

------------------------------------------------------------
( :-) Among economists, the world is a special case.  :-)    

Walt Sakai  
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