R-SIG-Finance September 2007

Bug report on mgarchBEKK

1 msg Sep 30

smart updates and rolling windows

1 msg Sep 29

B

Bradford Cross smart updates and rolling windows Sep 29, 2007

RBloomberg equity options prices

5 msgs Sep 28

M

Moshe Olshansky RBloomberg equity options prices Sep 25, 2007

D

davidr at rhotrading.com RBloomberg equity options prices Sep 26, 2007

M

Moshe Olshansky RBloomberg equity options prices Sep 27, 2007

D

Dirk Eddelbuettel RBloomberg equity options prices Sep 27, 2007

D

davidr at rhotrading.com RBloomberg equity options prices Sep 28, 2007

Which package has Efficient frontier

4 msgs Sep 27

N

ngottlieb at marinercapital.com Which package has Efficient frontier Sep 27, 2007

D

Dirk Eddelbuettel Which package has Efficient frontier Sep 27, 2007

N

ngottlieb at marinercapital.com Which package has Efficient frontier Sep 27, 2007

T

Thomas Steiner Which package has Efficient frontier Sep 27, 2007

Using blockMaxima in fExtremes package for preprocessing the Data

1 msg Sep 26

A

Ashish Kumar Using blockMaxima in fExtremes package for preprocessing the Data Sep 26, 2007

backtesting engine (full-blown) application

17 msgs Sep 26

A

adschai at optonline.net backtesting engine (full-blown) application Sep 25, 2007

M

Moshe Olshansky backtesting engine (full-blown) application Sep 25, 2007

B

Brian G. Peterson backtesting engine (full-blown) application Sep 26, 2007

R

Ryan Sheftel backtesting engine (full-blown) application Sep 26, 2007

B

Brian G. Peterson backtesting engine (full-blown) application Sep 26, 2007

R

Ryan Sheftel backtesting engine (full-blown) application Sep 26, 2007

B

Brian G. Peterson Running R as a server or in a cluster Sep 26, 2007

A

Adrian Dragulescu Running R as a server or in a cluster Sep 26, 2007

B

Brian G. Peterson Running R as a server or in a cluster Sep 26, 2007

J

Jeff Ryan Running R as a server or in a cluster Sep 26, 2007

J

Joshua Reich Running R as a server or in a cluster Sep 26, 2007

J

Jeff Ryan Running R as a server or in a cluster Sep 26, 2007

J

Jeff Ryan Running R as a server or in a cluster Sep 26, 2007

J

Joshua Reich Running R as a server or in a cluster Sep 26, 2007

J

Jeff Ryan Running R as a server or in a cluster Sep 26, 2007

B

Brian G. Peterson Running R as a server or in a cluster Sep 26, 2007

A

Adrian Dragulescu Running R as a server or in a cluster Sep 26, 2007

are R packages open-source?

4 msgs Sep 26

A

Alexander Moreno are R packages open-source? Sep 25, 2007

J

Jeff Ryan are R packages open-source? Sep 25, 2007

J

Jeff Ryan are R packages open-source? Sep 25, 2007

B

Brian G. Peterson are R packages open-source? Sep 26, 2007

Problem with the timeDate function

4 msgs Sep 25

S

Strong Problem with the timeDate function Sep 22, 2007

M

Moshe Olshansky Problem with the timeDate function Sep 23, 2007

S

Strong Problem with the timeDate function Sep 24, 2007

S

Strong Problem with the timeDate function Sep 25, 2007

Rolling functions on matrices

2 msgs Sep 24

M

Murali Menon Rolling functions on matrices Sep 24, 2007

B

Brian G. Peterson Rolling functions on matrices Sep 24, 2007

Expanding data to higher frequency

2 msgs Sep 24

T

Thinking Strong Expanding data to higher frequency Sep 24, 2007

S

Strong Expanding data to higher frequency Sep 24, 2007

R-squared or t-stat?

3 msgs Sep 24

N

Nicolas Mougeot R-squared or t-stat? Sep 24, 2007

D

Dirk Eddelbuettel R-squared or t-stat? Sep 24, 2007

P

Patrick Burns R-squared or t-stat? Sep 24, 2007

moving average

2 msgs Sep 23

A

Alexander Moreno moving average Sep 22, 2007

P

Patrick Burns moving average Sep 23, 2007

"Error in fmin" when running evCopulaFit (in fCopulae)

1 msg Sep 22

B

Brian Thelen "Error in fmin" when running evCopulaFit (in fCopulae) Sep 22, 2007

R-SIG-Finance Digest, Vol 40, Issue 16

1 msg Sep 22

I

icosa atropa R-SIG-Finance Digest, Vol 40, Issue 16 Sep 22, 2007

get.hist.quotes and MySQL

5 msgs Sep 21

D

Dry Eraser get.hist.quotes and MySQL Sep 20, 2007

J

Joshua Reich get.hist.quotes and MySQL Sep 20, 2007

K

Kenneth Spriggs get.hist.quotes and MySQL Sep 20, 2007

P

paul sorenson get.hist.quotes and MySQL Sep 21, 2007

B

Brian G. Peterson get.hist.quotes and MySQL Sep 21, 2007

get.hist.quote and mysql

3 msgs Sep 20

D

Dry Eraser get.hist.quote and mysql Sep 20, 2007

J

Jeff Ryan get.hist.quote and mysql Sep 20, 2007

D

Dirk Eddelbuettel get.hist.quote and mysql Sep 20, 2007

get.hist.quote and mysql

4 msgs Sep 20

D

Dry Eraser get.hist.quote and mysql Sep 20, 2007

D

Dale Smith get.hist.quote and mysql Sep 20, 2007

J

Jeff Ryan get.hist.quote and mysql Sep 20, 2007

J

Jeff Ryan get.hist.quote and mysql Sep 20, 2007

Bloomberg in LAN

2 msgs Sep 19

F

Fornasier Matteo Bloomberg in LAN Sep 19, 2007

D

davidr at rhotrading.com Bloomberg in LAN Sep 19, 2007

rcopula error

1 msg Sep 19

J

Joe W. Byers rcopula error Sep 19, 2007

ISIN numbers into Bloomberg tickers

1 msg Sep 18

D

davidr at rhotrading.com ISIN numbers into Bloomberg tickers Sep 18, 2007

Candlestick chart

2 msgs Sep 18

I

Ian Seow Candlestick chart Sep 17, 2007

B

BBands Candlestick chart Sep 18, 2007

Problem in extracting EQY_DVD_HIST from Bloomberg

1 msg Sep 18

D

davidr at rhotrading.com Problem in extracting EQY_DVD_HIST from Bloomberg Sep 18, 2007

WG: portfolio optimization using higher moments

1 msg Sep 17

L

Lüthi David (luda) WG: portfolio optimization using higher moments Sep 17, 2007

daily vs weekly returns

1 msg Sep 17

P

paul sorenson daily vs weekly returns Sep 17, 2007

Candlestick chart

1 msg Sep 16

K

Kazuhiro Shimbo Candlestick chart Sep 16, 2007

portfolio optimization using higher moments

2 msgs Sep 15

A

Alexander Moreno portfolio optimization using higher moments Sep 14, 2007

B

Brian G. Peterson portfolio optimization using higher moments Sep 15, 2007

r beginner..I need to

2 msgs Sep 13

F

fontana at unive.it r beginner..I need to Sep 13, 2007

J

Jeff Ryan r beginner..I need to Sep 13, 2007

[Fwd: r beginner..I need to]

2 msgs Sep 13

F

fontana at unive.it [Fwd: r beginner..I need to] Sep 13, 2007

J

Jeff Ryan [Fwd: r beginner..I need to] Sep 13, 2007

GARCH with variance targeting, stable distribution

2 msgs Sep 10

J

Jens Fricke GARCH with variance targeting, stable distribution Sep 9, 2007

P

Patrick Burns GARCH with variance targeting, stable distribution Sep 10, 2007

Getmansky et al. Smoothing Index

1 msg Sep 7

P

Peter Carl Getmansky et al. Smoothing Index Sep 7, 2007

holidayNYSE missing some

1 msg Sep 7

J

John Putz holidayNYSE missing some Sep 7, 2007

holidayNYSE missing some

2 msgs Sep 6

J

John Putz holidayNYSE missing some Sep 6, 2007

C

Charles Naylor holidayNYSE missing some Sep 6, 2007

get.hist.quote() and Yahoo

6 msgs Sep 6

J

jefe goode get.hist.quote() and Yahoo Sep 4, 2007

N

Nathan Bryant get.hist.quote() and Yahoo Sep 4, 2007

J

Jeff Ryan get.hist.quote() and Yahoo Sep 4, 2007

S

Sergio Correia get.hist.quote() and Yahoo Sep 4, 2007

J

Joshua Ulrich get.hist.quote() and Yahoo Sep 6, 2007

B

BBands get.hist.quote() and Yahoo Sep 6, 2007

rcoplua.gauss sim problem

1 msg Sep 6

J

Joe W. Byers rcoplua.gauss sim problem Sep 6, 2007

money market rates download: get.hist.quote

3 msgs Sep 5

A

Alexander Moreno money market rates download: get.hist.quote Sep 5, 2007

J

Jeff Ryan money market rates download: get.hist.quote Sep 5, 2007

J

Joshua Reich Job posting Sep 5, 2007

Diversification Comments...

1 msg Sep 4

B

bogdan romocea Diversification Comments... Sep 4, 2007

Announcement: CRAN packages 'urca' and 'vars' on R-Forge

1 msg Sep 4

P

Pfaff, Bernhard Dr. Announcement: CRAN packages 'urca' and 'vars' on R-Forge Sep 4, 2007

Website authentication with R

2 msgs Sep 3

I

Ian Seow Website authentication with R Sep 3, 2007

D

Dirk Eddelbuettel Website authentication with R Sep 3, 2007

Tabloid journalism using R !

1 msg Sep 3

R

Rob Steele Tabloid journalism using R ! Sep 3, 2007