R-SIG-Finance - September 2007 - Subject View

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

1 msg · Sep 22

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

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

1 msg · Sep 4

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

Bloomberg in LAN

2 msgs · Sep 19 – Sep 19

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

Candlestick chart

3 msgs · Sep 16 – Sep 18

Kazuhiro Shimbo Candlestick chart Sep 16, 2007 Ian Seow Candlestick chart Sep 17, 2007 BBands Candlestick chart Sep 18, 2007

Diversification Comments...

1 msg · Sep 4

bogdan romocea Diversification Comments... Sep 4, 2007

Expanding data to higher frequency

2 msgs · Sep 24 – Sep 24

Thinking Strong Expanding data to higher frequency Sep 24, 2007 Strong Expanding data to higher frequency Sep 24, 2007

GARCH with variance targeting, stable distribution

2 msgs · Sep 9 – Sep 10

Jens Fricke GARCH with variance targeting, stable distribution Sep 9, 2007 Patrick Burns GARCH with variance targeting, stable distribution Sep 10, 2007

Getmansky et al. Smoothing Index

1 msg · Sep 7

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

ISIN numbers into Bloomberg tickers

1 msg · Sep 18

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

Job posting

1 msg · Sep 5

Joshua Reich Job posting Sep 5, 2007

Problem in extracting EQY_DVD_HIST from Bloomberg

1 msg · Sep 18

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

Problem with the timeDate function

4 msgs · Sep 22 – Sep 25

Strong Problem with the timeDate function Sep 22, 2007 Moshe Olshansky Problem with the timeDate function Sep 23, 2007 Strong Problem with the timeDate function Sep 24, 2007 Strong Problem with the timeDate function Sep 25, 2007

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

1 msg · Sep 22

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

R-squared or t-stat?

3 msgs · Sep 24 – Sep 24

Nicolas Mougeot R-squared or t-stat? Sep 24, 2007 Dirk Eddelbuettel R-squared or t-stat? Sep 24, 2007 Patrick Burns R-squared or t-stat? Sep 24, 2007

RBloomberg equity options prices

5 msgs · Sep 25 – Sep 28

Moshe Olshansky RBloomberg equity options prices Sep 25, 2007 davidr at rhotrading.com RBloomberg equity options prices Sep 26, 2007 Moshe Olshansky RBloomberg equity options prices Sep 27, 2007 Dirk Eddelbuettel RBloomberg equity options prices Sep 27, 2007 davidr at rhotrading.com RBloomberg equity options prices Sep 28, 2007

Rolling functions on matrices

2 msgs · Sep 24 – Sep 24

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

Running R as a server or in a cluster

11 msgs · Sep 26 – Sep 26

Tabloid journalism using R !

1 msg · Sep 3

Rob Steele Tabloid journalism using R ! Sep 3, 2007

Using blockMaxima in fExtremes package for preprocessing the Data

1 msg · Sep 26

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

WG: portfolio optimization using higher moments

1 msg · Sep 17

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

Website authentication with R

2 msgs · Sep 3 – Sep 3

Ian Seow Website authentication with R Sep 3, 2007 Dirk Eddelbuettel Website authentication with R Sep 3, 2007

Which package has Efficient frontier

4 msgs · Sep 27 – Sep 27

ngottlieb at marinercapital.com Which package has Efficient frontier Sep 27, 2007 Dirk Eddelbuettel Which package has Efficient frontier Sep 27, 2007 ngottlieb at marinercapital.com Which package has Efficient frontier Sep 27, 2007 Thomas Steiner Which package has Efficient frontier Sep 27, 2007

[Fwd: r beginner..I need to]

2 msgs · Sep 13 – Sep 13

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

are R packages open-source?

4 msgs · Sep 25 – Sep 26

Alexander Moreno are R packages open-source? Sep 25, 2007 Jeff Ryan are R packages open-source? Sep 25, 2007 Jeff Ryan are R packages open-source? Sep 25, 2007 Brian G. Peterson are R packages open-source? Sep 26, 2007

backtesting engine (full-blown) application

6 msgs · Sep 25 – Sep 26

adschai at optonline.net backtesting engine (full-blown) application Sep 25, 2007 Moshe Olshansky backtesting engine (full-blown) application Sep 25, 2007 Brian G. Peterson backtesting engine (full-blown) application Sep 26, 2007 Ryan Sheftel backtesting engine (full-blown) application Sep 26, 2007 Brian G. Peterson backtesting engine (full-blown) application Sep 26, 2007 Ryan Sheftel backtesting engine (full-blown) application Sep 26, 2007

daily vs weekly returns

1 msg · Sep 17

paul sorenson daily vs weekly returns Sep 17, 2007

get.hist.quote and mysql

7 msgs · Sep 20 – Sep 20

Dry Eraser get.hist.quote and mysql Sep 20, 2007 Dale Smith get.hist.quote and mysql Sep 20, 2007 Jeff Ryan get.hist.quote and mysql Sep 20, 2007 Jeff Ryan get.hist.quote and mysql Sep 20, 2007 Dry Eraser get.hist.quote and mysql Sep 20, 2007 Jeff Ryan get.hist.quote and mysql Sep 20, 2007 Dirk Eddelbuettel get.hist.quote and mysql Sep 20, 2007

get.hist.quote() and Yahoo

6 msgs · Sep 4 – Sep 6

jefe goode get.hist.quote() and Yahoo Sep 4, 2007 Nathan Bryant get.hist.quote() and Yahoo Sep 4, 2007 Jeff Ryan get.hist.quote() and Yahoo Sep 4, 2007 Sergio Correia get.hist.quote() and Yahoo Sep 4, 2007 Joshua Ulrich get.hist.quote() and Yahoo Sep 6, 2007 BBands get.hist.quote() and Yahoo Sep 6, 2007

get.hist.quotes and MySQL

5 msgs · Sep 20 – Sep 21

Dry Eraser get.hist.quotes and MySQL Sep 20, 2007 Joshua Reich get.hist.quotes and MySQL Sep 20, 2007 Kenneth Spriggs get.hist.quotes and MySQL Sep 20, 2007 paul sorenson get.hist.quotes and MySQL Sep 21, 2007 Brian G. Peterson get.hist.quotes and MySQL Sep 21, 2007

holidayNYSE missing some

3 msgs · Sep 6 – Sep 7

John Putz holidayNYSE missing some Sep 6, 2007 Charles Naylor holidayNYSE missing some Sep 6, 2007 John Putz holidayNYSE missing some Sep 7, 2007

money market rates download: get.hist.quote

2 msgs · Sep 5 – Sep 5

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

moving average

2 msgs · Sep 22 – Sep 23

Alexander Moreno moving average Sep 22, 2007 Patrick Burns moving average Sep 23, 2007

portfolio optimization using higher moments

2 msgs · Sep 14 – Sep 15

Alexander Moreno portfolio optimization using higher moments Sep 14, 2007 Brian G. Peterson portfolio optimization using higher moments Sep 15, 2007

r beginner..I need to