R-SIG-Finance November 2005

Thread Subject Author Date

69 messages in 18 threads

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"portfolio" package for equity portfolio analysis

2 msgs · Nov 18 – Nov 18

Jeff Enos "portfolio" package for equity portfolio analysis Nov 18, 2005 Krishna Kumar "portfolio" package for equity portfolio analysis Nov 18, 2005

Backtest trading strategies

8 msgs · Nov 25 – Nov 28

Rob Steele Backtest trading strategies Nov 25, 2005 Gabor Grothendieck Backtest trading strategies Nov 25, 2005 Rob Steele Backtest trading strategies Nov 25, 2005 paul sorenson Backtest trading strategies Nov 26, 2005 Gabor Grothendieck Backtest trading strategies Nov 26, 2005 Steve Miller Backtest trading strategies Nov 28, 2005 Pijus Virketis Backtest trading strategies Nov 28, 2005 Gabor Grothendieck Backtest trading strategies Nov 28, 2005

Baxter-King filtering?

2 msgs · Nov 24 – Nov 25

Ajay Shah Baxter-King filtering? Nov 24, 2005 Andrew Piskorski Baxter-King filtering? Nov 25, 2005

Is oanda.com data trustworthy?

11 msgs · Nov 12 – Nov 14

Ajay Shah Is oanda.com data trustworthy? Nov 12, 2005 Dirk Eddelbuettel Is oanda.com data trustworthy? Nov 12, 2005 Ajay Shah Is oanda.com data trustworthy? Nov 12, 2005 Krishna Kumar Is oanda.com data trustworthy? Nov 12, 2005 Phineas Campbell Is oanda.com data trustworthy? Nov 12, 2005 Ajay Shah Is oanda.com data trustworthy? Nov 12, 2005 vincent@7d4.com Is oanda.com data trustworthy? Nov 13, 2005 Ajay Shah Is oanda.com data trustworthy? Nov 13, 2005 vincent@7d4.com Is oanda.com data trustworthy? Nov 13, 2005 Adrian Trapletti Is oanda.com data trustworthy? Nov 14, 2005 davidr@rhotrading.com Is oanda.com data trustworthy? Nov 14, 2005

JOB: S-PLUS/R Finance Consultant, Mango Solutions (UK)

8 msgs · Nov 23 – Nov 23

Rich@mango-solutions.com JOB: S-PLUS/R Finance Consultant, Mango Solutions (UK) Nov 23, 2005 Schumacher Franz JOB: S-PLUS/R Finance Consultant, Mango Solutions (UK) Nov 23, 2005 Rich@mango-solutions.com JOB: S-PLUS/R Finance Consultant, Mango Solutions (UK) Nov 23, 2005 David Kane JOB: S-PLUS/R Finance Consultant, Mango Solutions (UK) Nov 23, 2005 jmbucci@stat.ucla.edu JOB: S-PLUS/R Finance Consultant, Mango Solutions (UK) Nov 23, 2005 Sean O'Riordain JOB: S-PLUS/R Finance Consultant, Mango Solutions (UK) Nov 23, 2005 Phineas Campbell JOB: S-PLUS/R Finance Consultant, Mango Solutions (UK) Nov 23, 2005 Spencer Graves JOB: S-PLUS/R Finance Consultant, Mango Solutions (UK) Nov 23, 2005

JOB: S-PLUS/R Finance Consultant...

1 msg · Nov 24

Martin Maechler JOB: S-PLUS/R Finance Consultant... Nov 24, 2005

MySQL and other RDBMSs

2 msgs · Nov 26 – Nov 26

Andrew Piskorski MySQL and other RDBMSs Nov 26, 2005 eric MySQL and other RDBMSs Nov 26, 2005

Noise in portfolio optimization (was: Random Numbers)

1 msg · Nov 19

Patrick Burns Noise in portfolio optimization (was: Random Numbers) Nov 19, 2005

R source code

2 msgs · Nov 14 – Nov 20

jmbucci@stat.ucla.edu R source code Nov 14, 2005 Spencer Graves R source code Nov 20, 2005

Random Numbers

9 msgs · Nov 16 – Nov 19

L.Isella Random Numbers Nov 16, 2005 King, David Random Numbers Nov 16, 2005 Patrick Burns Random Numbers Nov 16, 2005 Krishna Kumar Random Numbers Nov 18, 2005 L.Isella Random Numbers Nov 18, 2005 Patrick Burns Random Numbers Nov 18, 2005 L.Isella Random Numbers Nov 18, 2005 Krishna Kumar Random Numbers Nov 18, 2005 con.keating@financedevelopmentcentre.com Random Numbers Nov 19, 2005

Sorting

5 msgs · Nov 16 – Nov 17

L.Isella Sorting Nov 16, 2005 Sean O'Riordain Sorting Nov 16, 2005 Rainer Böhme Sorting Nov 16, 2005 Brandt, T. (Tobias) Sorting Nov 16, 2005 Martin Maechler Sorting Nov 17, 2005

Stochastic Volatility

2 msgs · Nov 5 – Nov 5

Patrick Burns Stochastic Volatility Nov 5, 2005 Eric Zivot Stochastic Volatility Nov 5, 2005

Stochastic volatility

4 msgs · Nov 6 – Nov 13

Carl Stochastic volatility Nov 6, 2005 Gregor.gawron@rmf.ch Stochastic volatility Nov 7, 2005 Krishna Kumar Stochastic volatility Nov 12, 2005 Manoj Stochastic volatility Nov 13, 2005

bayesian signal classifier

5 msgs · Nov 26 – Nov 28

paul sorenson bayesian signal classifier Nov 26, 2005 Krishna Kumar bayesian signal classifier Nov 27, 2005 Guy Yollin bayesian signal classifier Nov 28, 2005 paul sorenson bayesian signal classifier Nov 28, 2005 Krishna Kumar bayesian signal classifier Nov 28, 2005

bug report: garchOxFit() in fSeries (Ver. 220.10063)

1 msg · Nov 4

Martin Becker bug report: garchOxFit() in fSeries (Ver. 220.10063) Nov 4, 2005

coherency

1 msg · Nov 26

svenier@aueb.gr coherency Nov 26, 2005

foptions package

4 msgs · Nov 11 – Nov 12

jmbucci@stat.ucla.edu foptions package Nov 11, 2005 Dirk Eddelbuettel foptions package Nov 11, 2005 Krishna Kumar foptions package Nov 12, 2005 Krishna Kumar foptions package Nov 12, 2005

more fCalendar

1 msg · Nov 5

Spencer Graves more fCalendar Nov 5, 2005