R-SIG-Finance May 2005

Backtest trading strategies

N

W

A

4 msgs · May 21 – May 22

N

Neuro LeSuperHéros Backtest trading strategies May 21, 2005

W

Whit Armstrong Backtest trading strategies May 21, 2005

A

Andrew Piskorski Backtest trading strategies May 22, 2005

P

Patrick Burns Backtest trading strategies May 22, 2005

Backtest trading strategies

R

B

N

3 msgs · May 23 – May 23

R

roger bos Backtest trading strategies May 23, 2005

B

BBands Backtest trading strategies May 23, 2005

N

Neuro LeSuperHéros Backtest trading strategies May 23, 2005

CAViaR modelling

W

1 msg · May 13

W

Wojciech Slusarski CAViaR modelling May 13, 2005

Cluster Analisys

W

R

2 msgs · May 23 – May 24

W

walmir-rodrigues Cluster Analisys May 23, 2005

R

roger bos Cluster Analisys May 24, 2005

Finance and Econometrics task view

A

E

3 msgs · May 12 – May 13

A

Achim Zeileis Finance and Econometrics task view May 12, 2005

E

elijah wright Finance and Econometrics task view May 12, 2005

A

Achim Zeileis Finance and Econometrics task view May 13, 2005

General Question on learning R...

J

S

S

6 msgs · May 3 – May 3

J

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

J

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

S

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

S

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

S

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

L

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

Granger Causality

U

1 msg · May 31

U

Uzuner, Tolga Granger Causality May 31, 2005

Its function and yahoo

D

A

G

12 msgs · May 2 – May 4

D

Daniel Herlemont Its function and yahoo May 2, 2005

A

Achim Zeileis Its function and yahoo May 2, 2005

D

Daniel Herlemont Its function and yahoo May 2, 2005

D

Daniel Herlemont Its function and yahoo May 2, 2005

G

Gabor Grothendieck Its function and yahoo May 2, 2005

D

Dirk Eddelbuettel Its function and yahoo May 2, 2005

A

Achim Zeileis Its function and yahoo May 3, 2005

J

Jonathan Q. Its function and yahoo May 3, 2005

A

Achim Zeileis Its function and yahoo May 3, 2005

J

Jonathan Q. Its function and yahoo May 3, 2005

A

Achim Zeileis Its function and yahoo May 4, 2005

D

Dirk Eddelbuettel Its function and yahoo May 4, 2005

Long-short balanced portfolio optimization

J

P

R

6 msgs · May 27 – May 31

J

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

P

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

R

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

J

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

K

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

K

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

Market Profile implementation?

D

1 msg · May 12

D

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

Monte Carlo for Stochastic Vol models in R

U

1 msg · May 31

U

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

Multivariate adaptive regression splines

M

1 msg · May 18

M

Marco Salvini Multivariate adaptive regression splines May 18, 2005

Please do NOT cross-post

D

1 msg · May 3

D

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

Price Smoothing

M

B

S

5 msgs · May 10 – May 11

M

ManojW Price Smoothing May 10, 2005

B

BBands Price Smoothing May 10, 2005

S

Steven D. Moffitt Price Smoothing May 10, 2005

D

Dirk Eddelbuettel Price Smoothing May 10, 2005

M

ManojW Price Smoothing May 11, 2005

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

A

1 msg · May 23

A

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

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

A

1 msg · May 23

A

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

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

A

1 msg · May 9

A

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

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

A

1 msg · May 18

A

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

Step wise regression

W

L

R

4 msgs · May 3 – May 3

W

walmir-rodrigues Step wise regression May 3, 2005

L

Liaw, Andy Step wise regression May 3, 2005

R

Renaud Lancelot Step wise regression May 3, 2005

F

Frank E Harrell Jr Step wise regression May 3, 2005

Yet another question on Bloomberg...

J

D

D

5 msgs · May 1 – May 3

J

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

D

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

D

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

D

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

A

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

heavy_tailed plot

W

1 msg · May 4

W

Weiwei Shi heavy_tailed plot May 4, 2005

reference & book

W

1 msg · May 27

W

Weiwei Shi reference & book May 27, 2005

tick data

W

R

3 msgs · May 23 – May 24

W

Weiwei Shi tick data May 23, 2005

R

Ron Piccinini tick data May 23, 2005

W

Weiwei Shi tick data May 24, 2005