R-SIG-Finance — 2007

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backtesting engine (full-blown) application adschai at optonline.net, Moshe Olshansky +5

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making sense of 100's of funds Tobias Muhlhofer, paul sorenson +3

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Aggregating Statistics By Time Interval Gabor Grothendieck, Rory Winston

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RMetrics fBasics market data retrieval and timeSeries functionality still being maintained at all? Jeff Ryan, Diethelm Wuertz +6

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ARIMA question Yalla, Swaroop (FID), Jeff Ryan +1

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Cox, Ingersoll, Ross/Vasicek parameter estimation via Kalman-Filter (SSPIR) Arne Krombach, Leeds, Mark (IED) +5

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Non-gaussian (L-stable) Garch innovations José Augusto M. de Andrade Junior, Eric Zivot +3

9

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troubles with the weights in the VaR function genx, Gabor Grothendieck +1

8

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rollapply and cummin Voss, Kent, Joshua Ulrich +2

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American basket options Krishna Kumar, Moshe Olshansky +2

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Adding milliseconds to zoo object Brian G. Peterson, Gabor Grothendieck +2

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get.hist.quote genx, Joshua Ulrich +3

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Problems with fSeries on Vista Ignacio Pérez, Sylvain BARTHELEMY +2

7

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Question: How to Notionalize a Commodity Future? ngottlieb at marinercapital.com, Armstrong, Whit +2

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Intraday data with RBloomberg davidr at rhotrading.com, Ian Seow +1

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Bloomberg Davy, Thomas Steiner +2

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get.hist.quote() and Yahoo jefe goode, Nathan Bryant +4

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MAR-ARCH Jeff Ryan, Ajay Shah +2

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oanda and yahoo get.hist.quote Alexander Moreno, Dirk Eddelbuettel +3

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multivariate garch Young Cho, Brian G. Peterson +1

6