R-SIG-Finance February 2007

1st International R/Rmetrics Workshop

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1 msg · Feb 18

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Diethelm Wuertz 1st International R/Rmetrics Workshop Feb 18, 2007

CFE 2007: Abstract submission

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1 msg · Jan 31

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Achim Zeileis CFE 2007: Abstract submission Jan 31, 2007

Filtering Tick Data

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2 msgs · Feb 25 – Feb 25

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Oliver Faulhaber Filtering Tick Data Feb 25, 2007

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Brian G. Peterson Filtering Tick Data Feb 25, 2007

NERC holiday calendar

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1 msg · Feb 10

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Joe W. Byers NERC holiday calendar Feb 10, 2007

NYSE Holiday question for handling holidays that occur on a weekend.

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1 msg · Feb 10

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Joe W. Byers NYSE Holiday question for handling holidays that occur on a weekend. Feb 10, 2007

Paper on R/SWIG/QuantLib now on SSRN

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1 msg · Feb 25

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Joseph Wang Paper on R/SWIG/QuantLib now on SSRN Feb 25, 2007

Parameters estimation of ARMA with infinite variance using LAD

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2 msgs · Feb 17 – Feb 17

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Emmanuel Leclercq Parameters estimation of ARMA with infinite variance using LAD Feb 17, 2007

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Brian G. Peterson Parameters estimation of ARMA with infinite variance using LAD Feb 17, 2007

Reminder: CFE 2007 Submission Deadline

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1 msg · Feb 19

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Achim Zeileis Reminder: CFE 2007 Submission Deadline Feb 19, 2007

Réf. : Re: assetsStat function Question

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1 msg · Feb 15

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guillaume.nicoulaud at halbis.com Réf. : Re: assetsStat function Question Feb 15, 2007

SVG device with tooltips

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6 msgs · Feb 15 – Feb 19

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Tony Plate SVG device with tooltips Feb 15, 2007

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Armstrong, Whit SVG device with tooltips Feb 15, 2007

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Gabor Grothendieck SVG device with tooltips Feb 15, 2007

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Tony Plate SVG device with tooltips Feb 16, 2007

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Romain Francois SVG device with tooltips Feb 19, 2007

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Matthew Dowle SVG device with tooltips Feb 19, 2007

TAQ data and Eric Zivot's HF Library

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3 msgs · Feb 15 – Feb 15

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Brian G. Peterson TAQ data and Eric Zivot's HF Library Feb 15, 2007

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Eric Zivot TAQ data and Eric Zivot's HF Library Feb 15, 2007

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Panov, Evgeny [CIB-EQTY] TAQ data and Eric Zivot's HF Library Feb 15, 2007

adx formula

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1 msg · Feb 15

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stephenc adx formula Feb 15, 2007

adx formula - apologies for including windows formating in last email ; -(

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1 msg · Feb 15

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stephenc adx formula - apologies for including windows formating in last email ; -( Feb 15, 2007

assetsStat function Question

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4 msgs · Feb 14 – Feb 15

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Joe W. Byers assetsStat function Question Feb 14, 2007

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Brian G. Peterson assetsStat function Question Feb 14, 2007

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Joe W. Byers assetsStat function Question Feb 15, 2007

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Joe W. Byers assetsStat function Question Feb 15, 2007

average directional index

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1 msg · Feb 15

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stephenc average directional index Feb 15, 2007

coskew/cokurtosis test

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1 msg · Feb 19

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Joe W. Byers coskew/cokurtosis test Feb 19, 2007

displaying a traditional stock chart

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11 msgs · Feb 9 – Feb 14

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stephenc displaying a traditional stock chart Feb 9, 2007

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Alexy Khrabrov displaying a traditional stock chart Feb 9, 2007

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BBands displaying a traditional stock chart Feb 9, 2007

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Armstrong, Whit displaying a traditional stock chart Feb 9, 2007

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Dirk Eddelbuettel displaying a traditional stock chart Feb 9, 2007

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Armstrong, Whit displaying a traditional stock chart Feb 13, 2007

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Tony Plate displaying a traditional stock chart Feb 13, 2007

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Armstrong, Whit displaying a traditional stock chart Feb 13, 2007

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Stefan Grosse displaying a traditional stock chart Feb 13, 2007

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Dirk Eddelbuettel displaying a traditional stock chart Feb 13, 2007

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Armstrong, Whit displaying a traditional stock chart Feb 14, 2007

extracting technical indicators

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2 msgs · Feb 12 – Feb 12

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stephenc extracting technical indicators Feb 12, 2007

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Joshua Ulrich extracting technical indicators Feb 12, 2007

fBonds svensson fitting

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1 msg · Feb 18

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Markus Köstlin fBonds svensson fitting Feb 18, 2007

fpdTA and spdTA - correct figures for lags

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3 msgs · Feb 12 – Feb 12

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stephenc fpdTA and spdTA - correct figures for lags Feb 12, 2007

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BBands fpdTA and spdTA - correct figures for lags Feb 12, 2007

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Joshua Ulrich fpdTA and spdTA - correct figures for lags Feb 12, 2007

get.hist.quote

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6 msgs · Feb 9 – Feb 11

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genx get.hist.quote Feb 9, 2007

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Joshua Ulrich get.hist.quote Feb 9, 2007

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Gabor Grothendieck get.hist.quote Feb 9, 2007

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genx get.hist.quote Feb 9, 2007

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Gabor Grothendieck get.hist.quote Feb 9, 2007

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Kurt Hornik get.hist.quote Feb 11, 2007

recommended C++ compiler for R package ?

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7 msgs · Feb 16 – Feb 19

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mel recommended C++ compiler for R package ? Feb 16, 2007

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Brian G. Peterson recommended C++ compiler for R package ? Feb 16, 2007

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R P Herrold recommended C++ compiler for R package ? Feb 16, 2007

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michael mathews recommended C++ compiler for R package ? Feb 16, 2007

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Dirk Eddelbuettel recommended C++ compiler for R package ? Feb 16, 2007

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John C Frain recommended C++ compiler for R package ? Feb 16, 2007

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mel recommended C++ compiler for R package ? Feb 19, 2007

some help with technical analysis

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3 msgs · Feb 8 – Feb 8

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stephenc some help with technical analysis Feb 8, 2007

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Brian G. Peterson some help with technical analysis Feb 8, 2007

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Joshua Ulrich some help with technical analysis Feb 8, 2007

yahooImport

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1 msg · Feb 13

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Joe W. Byers yahooImport Feb 13, 2007