Errata.txt

* Page 5
"To most people, the term high-frequecy trading refers"
high-frequency is missing an "n"

* Page 6
In figure 1.2, the price ladder should have an 8 
as opposed to a 10 for the best bid price.

* Page 8
"Financial data is the the lifeblood..."
Two the's in a row.

* Page 30
"...is the the concept of nonmutability of state[85]."
Two the's in a row.

* Page 31
Uses "imperative" but should read "iterative" twice in the first paragraph
"The following is an imperative example in R:"

* Page 33
The comment for the code at the top of the page 
should read: # "Create 100 standard normals ..." and not
# "Greate 100 standard normals ..."

* Page 37
Towards the end of the first paragraph, 
topper() should be toupper()

* Page 37
Change filter_symbols(c("MOT", "cvx", "123", "Gog2", "XLe"))
to: filter_and_sort_symbols(c("MOT", "cvx", "123", "Gog2", "XLe"))

* Page 55
"Here is what the summary looks like in Table 3.2"
The summary is actually in Table 3.3.  Table 3.2 contains sample row data.

* Page 63
"...representation of the the time differences..."
Two the's in a row.

* Page 87
"The graphs of a few popular continuous distributions are illustrated below:", should read:
"The graphs of a few popular continuous distributions are illustrated in Fig 4.13"

* Page 88
"Here is what the histogram of the outcomes looks like."
should read:
"Figure 4.14 illustrates the histogram of the outcomes."

* Page 89
"In the graph below, the mean shifts from 0.5 to 0.6."
should read:
"A shift in the mean from 0.5 to 0.6 can be seen in Figure 4.15."

* Page 97
The upper right distribution of FIgure 5.5 says the mean is 80.001 when it shoudl be 0.001

* Page 104
"The scatter plot between the SPY and VXX time series looks like this:"
should read:
"The SPY and VXX time series scatter plot can be seen in Figure 5.11."

* Page 124
The function calculate_buy_sell_signals is defined but not used in subsequent
examples. (TO EDITOR: No change required.)

* Page 130 and 131
The same code "plot data_out$spread" is used twice.  
(TO EDITOR: No change required.)

* Page 132
"There are all valid questions, and one can obtain the answers buy tweaking the backtesting logic to explore these scenarios."
by, not buy

* Page 144
The code title: " # 4. Histogram of trade duration", should be changed to 
" Histogram of trade duration"

* Page 173
The legend in the top left corner of Figure 7.3 does not match either of the plots.

* Page 221
The code snippet at the bottom of the page has:
"[1] 11".  It should be "## [1] 11". 

* Page 234
Insert ## before the number 0.9978 close to the end of the page.
Should read "## 0.9978" instead of "0.9978"

* Page 235
Same as above.  Insert ## before the outputs. 
"## [1] 0.597" and "## [1] 0.515"