Ready for action with my SP100

I have gotten the latest version of Sqlite, loaded my SP100 from 2000 to 2011, indexed on the date, and run the data base from R Langage using the 150 Essentials in the page to the right. So from  R, I can grab any group within a range fairly instantly, and run them through my 'Entropy Tester'.  From there I should be able to back out the trading rank, (the entropy dimension), the bandwidth, trading efficiency, and actually measure aggregate gains and losses from the resulting Yield Curve.  It doesn't matter what the companies are, it matter only that these companies go through a minimum reducancy trading network in a series of sequences.  My basic assumption here is that the traders continually self comput the optimum economies of scale, an eigen value function problem.  My other assumption is coherence.  Channel Coherence tell me that the companies themselves are separately equilibriating along with the traders, they will both adopt the same entropy dimension.