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R-SIG-Finance July 2006

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Adrian Trapletti

Last active: Jul 7, 2006
2 msgs
Adrian Trapletti Backtesting speed Jul 3, 2006 Adrian Trapletti Backtesting Speed Jul 7, 2006

Ajay Shah

Last active: Jul 20, 2006
1 msg
Ajay Shah Supplied example breaks with mvBEKK.sim() Jul 20, 2006

Andrea Malagoli

Last active: Jul 11, 2006
1 msg
Andrea Malagoli Testing technical indicators Jul 11, 2006

Andrew Piskorski

Last active: Jul 20, 2006
1 msg
Andrew Piskorski Backtesting speed Jul 20, 2006

Armstrong, Whit

Last active: Jul 20, 2006
1 msg
Armstrong, Whit help on portfolio optimization Jul 20, 2006

BBands

Last active: Jul 18, 2006
2 msgs
BBands Backtesting speed Jul 3, 2006 BBands Backtesting speed Jul 18, 2006

Bret Shroyer

Last active: Jul 19, 2006
1 msg
Bret Shroyer Convert tick data to OHLC Jul 19, 2006

Brian G. Peterson

Last active: Jul 26, 2006
1 msg
Brian G. Peterson Modified Cornish-Fisher VaR Jul 26, 2006

Carlos J. Gil Bellosta

Last active: Jul 4, 2006
1 msg
Carlos J. Gil Bellosta Data management question Jul 4, 2006

Citta Francesco

Last active: Jul 6, 2006
1 msg
Citta Francesco multivariate GARCH Jul 6, 2006

Diethelm Wuertz

Last active: Jul 27, 2006
1 msg
Diethelm Wuertz Modified Cornish-Fisher VaR Jul 27, 2006

Dirk Eddelbuettel

Last active: Jul 24, 2006
3 msgs
Dirk Eddelbuettel Backtesting speed Jul 19, 2006 Dirk Eddelbuettel Reminder about subscription before posting Jul 21, 2006 Dirk Eddelbuettel S-PLUS (binary code?) to R ... Jul 24, 2006

Frederick Novomestky

Last active: Jul 20, 2006
1 msg
Frederick Novomestky help on portfolio optimization Jul 20, 2006

Gabor Grothendieck

Last active: Jul 15, 2006
3 msgs
Gabor Grothendieck Data management question Jul 4, 2006 Gabor Grothendieck frontierMarkowitz in fPortfolio Jul 12, 2006 Gabor Grothendieck Problems subsetting zoo objects Jul 15, 2006

Grant Farnsworth

Last active: Jul 8, 2006
1 msg
Grant Farnsworth multivariate GARCH Jul 8, 2006

Hannu Kahra

Last active: Jul 12, 2006
2 msgs
Hannu Kahra multivariate GARCH Jul 6, 2006 Hannu Kahra frontierMarkowitz in fPortfolio Jul 12, 2006

Ivan Kalafatic

Last active: Jul 14, 2006
2 msgs
Ivan Kalafatic Problem with garchFit function in fSeries Jul 6, 2006 Ivan Kalafatic Help for updating package Jul 14, 2006

Joe Byers

Last active: Jul 27, 2006
7 msgs
Joe Byers Rmetric and sciviews Jul 6, 2006 Joe Byers arma model when exogenouse variables used in ARMA(p=5, q=(1-6, 19)) Jul 6, 2006 Joe Byers arma model results when exogenouse variables used in ARMA(p=5, q=(1-6, 19)) Jul 6, 2006 Joe Byers Rmetric and sciviews Jul 10, 2006 Joe Byers arma model results when exogenouse variables used in, ARMA(p=5, q=(1-6, 19)) (Joe Byers) Jul 10, 2006 Joe Byers arma model results when exogenouse variables used in, ARMA(p=5, q=(1-6, 19)) (Joe Byers) Jul 13, 2006 Joe Byers Has anyone done any work on Modified Cornish-Fisher VaR calculations in R? Jul 27, 2006

Kerpel, John

Last active: Jul 14, 2006
1 msg
Kerpel, John Help for updating package Jul 14, 2006

Kevin Ramoutar

Last active: Jul 13, 2006
1 msg
Kevin Ramoutar R-SIG-Finance Digest, Vol 26, Issue 9 Jul 13, 2006

Manoj

Last active: Jul 2, 2006
1 msg
Manoj Backtesting speed Jul 2, 2006

Omar Lakkis

Last active: Jul 7, 2006
1 msg
Omar Lakkis fMultivar rollMax question Jul 7, 2006

Spencer Graves

Last active: Jul 23, 2006
3 msgs
Spencer Graves fMultivar rollMax question Jul 7, 2006 Spencer Graves Rmetric and sciviews Jul 9, 2006 Spencer Graves Convert tick data to OHLC Jul 23, 2006

Steve Miller

Last active: Jul 21, 2006
1 msg
Steve Miller Backtesting speed Jul 21, 2006

Thomas Harte

Last active: Jul 24, 2006
1 msg
Thomas Harte S-PLUS (binary code?) to R ... Jul 24, 2006

Wojciechowski, William

Last active: Jul 6, 2006
2 msgs
Wojciechowski, William Backtesting Speed Jul 6, 2006 Wojciechowski, William Backtesting Speed Jul 6, 2006

benn fine

Last active: Jul 25, 2006
1 msg
benn fine calling rmvnorm from C ? Jul 25, 2006

bogdan romocea

Last active: Jul 24, 2006
1 msg
bogdan romocea Convert tick data to OHLC Jul 24, 2006

eric

Last active: Jul 19, 2006
1 msg
eric Backtesting speed Jul 19, 2006

icosa atropa

Last active: Jul 15, 2006
1 msg
icosa atropa Problems subsetting zoo objects Jul 15, 2006

roger bos

Last active: Jul 19, 2006
1 msg
roger bos Backtesting speed Jul 19, 2006