Factor Model

I have been working on a stock factor model for about a year. I've had to take considerable time away from the model, but in the last 8 weeks or so I've had time to revisit it.

I am using R to code for the model. It seemed to be the best choice for looking at a large multiple regression. I might have used Matlab if it wasn't so expensive and reliant on expensive modules.

All this is just a precursor to my real point here. I've made significant progress in the last 2 weeks. I am starting to get to the point where I will have some output in a reasonable time frame! Just last night I was able to finally get the payoffs to a single factor out of the model. Sounds very minor, but the rest of the steps are writable functions.

It will not be long before I can begin real testing of factors that I think must have impact on the market.