Monday, September 24, 2007
My full data set has now arrived and the code I have allready developed needs little altering. One part that did require some changes, was a loop that cycled 125 000 times for the 900000 data samples that I have. This took to long for my computer to process, and I have determined a much more efficient way to process the data. All my code is complete and can be run on the full data set. However, I am still waiting on a list that determines if the randomised broker id's are retail or institutional brokers. Once this is obtained (hopefully this week) my results will be available and can be written up.