R-SIG-Finance May 2005

Thread Subject Author Date

65 messages in 28 threads

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Monte Carlo for Stochastic Vol models in R

1 msg May 31

Uzuner, Tolga Monte Carlo for Stochastic Vol models in R May 31, 2005

Granger Causality

1 msg May 31

Uzuner, Tolga Granger Causality May 31, 2005

Long-short balanced portfolio optimization

1 msg May 31

KAHRA HANNU Long-short balanced portfolio optimization May 31, 2005

Long-short balanced portfolio optimization

1 msg May 27

KAHRA HANNU Long-short balanced portfolio optimization May 27, 2005

reference & book

1 msg May 27

Weiwei Shi reference & book May 27, 2005

Long-short balanced portfolio optimization

4 msgs May 27

Jeff Enos Long-short balanced portfolio optimization May 27, 2005

Patrick Burns Long-short balanced portfolio optimization May 27, 2005

roger bos Long-short balanced portfolio optimization May 27, 2005

Jeff Enos Long-short balanced portfolio optimization May 27, 2005

2 msgs May 24

Ron Piccinini tick data May 23, 2005

Weiwei Shi tick data May 24, 2005

Cluster Analisys

2 msgs May 24

walmir-rodrigues Cluster Analisys May 23, 2005

roger bos Cluster Analisys May 24, 2005

Backtest trading strategies

7 msgs May 23

Neuro LeSuperHéros Backtest trading strategies May 21, 2005

Andrew Piskorski Backtest trading strategies May 22, 2005

Patrick Burns Backtest trading strategies May 22, 2005

roger bos Backtest trading strategies May 23, 2005

BBands Backtest trading strategies May 23, 2005

Neuro LeSuperHéros Backtest trading strategies May 23, 2005

Weiwei Shi tick data May 23, 2005

R-sig-finance Digest, Vol 12, Issue 12

1 msg May 23

albertofogale R-sig-finance Digest, Vol 12, Issue 12 May 23, 2005

R-sig-finance Digest, Vol 12, Issue 11

1 msg May 23

albertofogale R-sig-finance Digest, Vol 12, Issue 11 May 23, 2005

Backtest trading strategies

1 msg May 21

Whit Armstrong Backtest trading strategies May 21, 2005

R-sig-finance Digest, Vol 12, Issue 9

1 msg May 18

Alex Gracian R-sig-finance Digest, Vol 12, Issue 9 May 18, 2005

Multivariate adaptive regression splines

1 msg May 18

Marco Salvini Multivariate adaptive regression splines May 18, 2005

CAViaR modelling

1 msg May 13

Wojciech Slusarski CAViaR modelling May 13, 2005

Finance and Econometrics task view

3 msgs May 13

Achim Zeileis Finance and Econometrics task view May 12, 2005

elijah wright Finance and Econometrics task view May 12, 2005

Achim Zeileis Finance and Econometrics task view May 13, 2005

Market Profile implementation?

1 msg May 12

davidr@rhotrading.com Market Profile implementation? May 12, 2005

Price Smoothing

3 msgs May 11

Steven D. Moffitt Price Smoothing May 10, 2005

Dirk Eddelbuettel Price Smoothing May 10, 2005

ManojW Price Smoothing May 11, 2005

Price Smoothing

2 msgs May 10

ManojW Price Smoothing May 10, 2005

BBands Price Smoothing May 10, 2005

R-sig-finance Digest, Vol 12, Issue 3

1 msg May 9

Adrian Trapletti R-sig-finance Digest, Vol 12, Issue 3 May 9, 2005

heavy_tailed plot

1 msg May 4

Weiwei Shi heavy_tailed plot May 4, 2005

Its function and yahoo

12 msgs May 4

Daniel Herlemont Its function and yahoo May 2, 2005

Achim Zeileis Its function and yahoo May 2, 2005

Daniel Herlemont Its function and yahoo May 2, 2005

Daniel Herlemont Its function and yahoo May 2, 2005

Gabor Grothendieck Its function and yahoo May 2, 2005

Dirk Eddelbuettel Its function and yahoo May 2, 2005

Achim Zeileis Its function and yahoo May 3, 2005

Jonathan Q. Its function and yahoo May 3, 2005

Achim Zeileis Its function and yahoo May 3, 2005

Jonathan Q. Its function and yahoo May 3, 2005

Achim Zeileis Its function and yahoo May 4, 2005

Dirk Eddelbuettel Its function and yahoo May 4, 2005

General Question on learning R...

1 msg May 3

Liaw, Andy General Question on learning R... May 3, 2005

Please do NOT cross-post

1 msg May 3

Dirk Eddelbuettel Please do NOT cross-post May 3, 2005

General Question on learning R...

5 msgs May 3

Jonathan Q. General Question on learning R... May 3, 2005

Jonathan Q. General Question on learning R... May 3, 2005

Sean Davis General Question on learning R... May 3, 2005

Spencer Graves General Question on learning R... May 3, 2005

Spencer Graves General Question on learning R... May 3, 2005

Step wise regression

3 msgs May 3

walmir-rodrigues Step wise regression May 3, 2005

Renaud Lancelot Step wise regression May 3, 2005

Frank E Harrell Jr Step wise regression May 3, 2005

Yet another question on Bloomberg...

5 msgs May 3

Jonathan Q. Yet another question on Bloomberg... May 1, 2005

Dirk Eddelbuettel Yet another question on Bloomberg... May 1, 2005

David Kane Yet another question on Bloomberg... May 2, 2005

Dirk Eddelbuettel Yet another question on Bloomberg... May 2, 2005

Andrew Piskorski Yet another question on Bloomberg... May 3, 2005

Step wise regression

1 msg May 3

Liaw, Andy Step wise regression May 3, 2005