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R-SIG-Finance July 2006

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Backtesting Speed

3 msgs
Wojciechowski, William Backtesting Speed Jul 6, 2006 Wojciechowski, William Backtesting Speed Jul 6, 2006 Adrian Trapletti Backtesting Speed Jul 7, 2006

Backtesting speed

9 msgs
Manoj Backtesting speed Jul 2, 2006 Adrian Trapletti Backtesting speed Jul 3, 2006 BBands Backtesting speed Jul 3, 2006 BBands Backtesting speed Jul 18, 2006 roger bos Backtesting speed Jul 19, 2006 eric Backtesting speed Jul 19, 2006 Dirk Eddelbuettel Backtesting speed Jul 19, 2006 Andrew Piskorski Backtesting speed Jul 20, 2006 Steve Miller Backtesting speed Jul 21, 2006

Convert tick data to OHLC

3 msgs
Bret Shroyer Convert tick data to OHLC Jul 19, 2006 Spencer Graves Convert tick data to OHLC Jul 23, 2006 bogdan romocea Convert tick data to OHLC Jul 24, 2006

Data management question

2 msgs
Gabor Grothendieck Data management question Jul 4, 2006 Carlos J. Gil Bellosta Data management question Jul 4, 2006

Has anyone done any work on Modified Cornish-Fisher VaR calculations in R?

1 msg
Joe Byers Has anyone done any work on Modified Cornish-Fisher VaR calculations in R? Jul 27, 2006

Help for updating package

2 msgs
Ivan Kalafatic Help for updating package Jul 14, 2006 Kerpel, John Help for updating package Jul 14, 2006

Modified Cornish-Fisher VaR

2 msgs
Brian G. Peterson Modified Cornish-Fisher VaR Jul 26, 2006 Diethelm Wuertz Modified Cornish-Fisher VaR Jul 27, 2006

Problem with garchFit function in fSeries

1 msg
Ivan Kalafatic Problem with garchFit function in fSeries Jul 6, 2006

Problems subsetting zoo objects

2 msgs
icosa atropa Problems subsetting zoo objects Jul 15, 2006 Gabor Grothendieck Problems subsetting zoo objects Jul 15, 2006

R-SIG-Finance Digest, Vol 26, Issue 9

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

Reminder about subscription before posting

1 msg
Dirk Eddelbuettel Reminder about subscription before posting Jul 21, 2006

Rmetric and sciviews

3 msgs
Joe Byers Rmetric and sciviews Jul 6, 2006 Spencer Graves Rmetric and sciviews Jul 9, 2006 Joe Byers Rmetric and sciviews Jul 10, 2006

S-PLUS (binary code?) to R ...

2 msgs
Thomas Harte S-PLUS (binary code?) to R ... Jul 24, 2006 Dirk Eddelbuettel S-PLUS (binary code?) to R ... Jul 24, 2006

Supplied example breaks with mvBEKK.sim()

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

Testing technical indicators

1 msg
Andrea Malagoli Testing technical indicators Jul 11, 2006

arma model results when exogenouse variables used in, ARMA(p=5, q=(1-6, 19)) (Joe Byers)

2 msgs
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

arma model results when exogenouse variables used in ARMA(p=5, q=(1-6, 19))

1 msg
Joe Byers arma model results when exogenouse variables used in ARMA(p=5, q=(1-6, 19)) Jul 6, 2006

arma model when exogenouse variables used in ARMA(p=5, q=(1-6, 19))

1 msg
Joe Byers arma model when exogenouse variables used in ARMA(p=5, q=(1-6, 19)) Jul 6, 2006

calling rmvnorm from C ?

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

fMultivar rollMax question

2 msgs
Omar Lakkis fMultivar rollMax question Jul 7, 2006 Spencer Graves fMultivar rollMax question Jul 7, 2006

frontierMarkowitz in fPortfolio

2 msgs
Hannu Kahra frontierMarkowitz in fPortfolio Jul 12, 2006 Gabor Grothendieck frontierMarkowitz in fPortfolio Jul 12, 2006

help on portfolio optimization

2 msgs
Armstrong, Whit help on portfolio optimization Jul 20, 2006 Frederick Novomestky help on portfolio optimization Jul 20, 2006

multivariate GARCH

3 msgs
Citta Francesco multivariate GARCH Jul 6, 2006 Hannu Kahra multivariate GARCH Jul 6, 2006 Grant Farnsworth multivariate GARCH Jul 8, 2006