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R-SIG-Finance February 2008

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EMM: how to make forecast using EMM methods?
11 msgs
Michael EMM: how to make forecast using EMM methods? Feb 28, 2008
elton wang EMM: how to make forecast using EMM methods? Feb 28, 2008
Mark Leeds EMM: how to make forecast using EMM methods? Feb 28, 2008
Guy Yollin EMM: how to make forecast using EMM methods? Feb 28, 2008
Michael EMM: how to make forecast using EMM methods? Feb 28, 2008
Patrick Burns EMM: how to make forecast using EMM methods? Feb 29, 2008
Nicolas Mougeot EMM: how to make forecast using EMM methods? Feb 29, 2008
Guy Yollin EMM: how to make forecast using EMM methods? Feb 29, 2008
elton wang EMM: how to make forecast using EMM methods? Feb 29, 2008
Michael EMM: how to make forecast using EMM methods? Feb 29, 2008
Eric Zivot EMM: how to make forecast using EMM methods? Feb 29, 2008
Risk Neutral Probability Distribution
1 msg
McGehee, Robert Risk Neutral Probability Distribution Feb 29, 2008
Extracting OHLC from trade price series
3 msgs
Yuri Volchik Extracting OHLC from trade price series Feb 28, 2008
Jeff Ryan Extracting OHLC from trade price series Feb 28, 2008
Yuri Volchik Extracting OHLC from trade price series Feb 29, 2008
fGarch predict
3 msgs
babel at centrum.sk fGarch predict Feb 16, 2008
Spencer Graves fGarch predict Feb 16, 2008
chalabi at phys.ethz.ch fGarch predict Feb 29, 2008
aggregate over POSIX timestamps not returning unique values
2 msgs
Markus Loecher aggregate over POSIX timestamps not returning unique values Feb 28, 2008
Gabor Grothendieck aggregate over POSIX timestamps not returning unique values Feb 28, 2008
RBloomberg
1 msg
Robert Sams RBloomberg Feb 28, 2008
robust portfolio optimization
1 msg
maratikus robust portfolio optimization Feb 27, 2008
applying to.period on matrices
3 msgs
Murali Menon applying to.period on matrices Feb 27, 2008
Gabor Grothendieck applying to.period on matrices Feb 27, 2008
Jeff Ryan applying to.period on matrices Feb 27, 2008
garch in R vs Matlab
2 msgs
michal miklovic garch in R vs Matlab Feb 27, 2008
Spencer Graves garch in R vs Matlab Feb 27, 2008
Using rownames to index into xts objects
3 msgs
Murali Menon Using rownames to index into xts objects Feb 27, 2008
Gabor Grothendieck Using rownames to index into xts objects Feb 27, 2008
Jeff Ryan Using rownames to index into xts objects Feb 27, 2008
RBloomberg
2 msgs
guillaume.nicoulaud at halbis.com RBloomberg Feb 27, 2008
davidr at rhotrading.com RBloomberg Feb 27, 2008
garch in R vs Matlab
2 msgs
babel at centrum.sk garch in R vs Matlab Feb 26, 2008
Spencer Graves garch in R vs Matlab Feb 26, 2008
modifiedVaR at coskewness, cokurtosis, and higher beta co-moments of the return
1 msg
karl endres modifiedVaR at coskewness, cokurtosis, and higher beta co-moments of the return Feb 26, 2008
Implementing Sharpe's style analysis with solve.QP
2 msgs
Peter Carl Implementing Sharpe's style analysis with solve.QP Feb 25, 2008
Dale Smith Implementing Sharpe's style analysis with solve.QP Feb 26, 2008
fPortfolio Bug
1 msg
Attiglah, Mama fPortfolio Bug Feb 25, 2008
R-SIG-Finance Digest, Vol 45, Issue 22
1 msg
Li Gu R-SIG-Finance Digest, Vol 45, Issue 22 Feb 24, 2008
New IBrokers package on CRAN
3 msgs
Jeff Ryan New IBrokers package on CRAN Feb 22, 2008
Adrian Dragulescu New IBrokers package on CRAN Feb 24, 2008
Jeff Ryan New IBrokers package on CRAN Feb 24, 2008
ohlcPlot
1 msg
Gex ohlcPlot Feb 24, 2008
fitted fGarch model
3 msgs
babel at centrum.sk fitted fGarch model Feb 24, 2008
Spencer Graves fitted fGarch model Feb 24, 2008
Spencer Graves fitted fGarch model Feb 24, 2008
where can I find source code for particle filters applied to stochastic volatilities?
1 msg
Michael where can I find source code for particle filters applied to stochastic volatilities? Feb 23, 2008
functions for quarterly settlement dates
5 msgs
tom soyer functions for quarterly settlement dates Feb 23, 2008
Jeff Ryan functions for quarterly settlement dates Feb 23, 2008
Jeff Ryan functions for quarterly settlement dates Feb 23, 2008
Gabor Grothendieck functions for quarterly settlement dates Feb 23, 2008
Jeff Ryan functions for quarterly settlement dates Feb 23, 2008
GARCH-M?
1 msg
Spencer Graves GARCH-M? Feb 23, 2008
IGARCH?
1 msg
Spencer Graves IGARCH? Feb 23, 2008
chart.Histogram differences between PerformanceAnalytics 9.5 and 9.6
1 msg
EdNel chart.Histogram differences between PerformanceAnalytics 9.5 and 9.6 Feb 23, 2008
abline() for zoo plot ?
3 msgs
Markus Loecher abline() for zoo plot ? Feb 22, 2008
Gabor Grothendieck abline() for zoo plot ? Feb 22, 2008
Dirk Eddelbuettel abline() for zoo plot ? Feb 22, 2008
Extracting OHLC from trade price series
5 msgs
adschai at optonline.net Extracting OHLC from trade price series Feb 19, 2008
Jeff Ryan Extracting OHLC from trade price series Feb 19, 2008
Jeff Ryan Extracting OHLC from trade price series Feb 20, 2008
Gabor Grothendieck Extracting OHLC from trade price series Feb 20, 2008
Jeff Ryan Extracting OHLC from trade price series Feb 20, 2008
garch vs garchFit - minimum sample size
11 msgs
tom soyer garch vs garchFit - minimum sample size Feb 11, 2008
Spencer Graves garch vs garchFit - minimum sample size Feb 12, 2008
tom soyer garch vs garchFit - minimum sample size Feb 12, 2008
Spencer Graves garch vs garchFit - minimum sample size Feb 13, 2008
Achim Zeileis garch vs garchFit - minimum sample size Feb 13, 2008
Spencer Graves garch vs garchFit - minimum sample size Feb 13, 2008
Achim Zeileis garch vs garchFit - minimum sample size Feb 13, 2008
Yohan Chalabi garch vs garchFit - minimum sample size Feb 15, 2008
Spencer Graves garch vs garchFit - minimum sample size Feb 15, 2008
Achim Zeileis garch vs garchFit - minimum sample size Feb 15, 2008
Yohan Chalabi garch vs garchFit - minimum sample size Feb 19, 2008
Quick and simple Simulation of a multivariate returns
5 msgs
Attiglah, Mama Quick and simple Simulation of a multivariate returns Feb 18, 2008
Dirk Eddelbuettel Quick and simple Simulation of a multivariate returns Feb 18, 2008
Lüthi David (luda) Quick and simple Simulation of a multivariatereturns Feb 18, 2008
Attiglah, Mama Quick and simple Simulation of amultivariatereturns Feb 18, 2008
Matthieu Stigler Quick and simple Simulation of amultivariatereturns Feb 18, 2008
garchFit failing to give a solution
1 msg
michaelb garchFit failing to give a solution Feb 18, 2008
fGarch predict
1 msg
michal miklovic fGarch predict Feb 17, 2008
S_plus
2 msgs
babel at centrum.sk S_plus Feb 15, 2008
Guy Yollin S_plus Feb 15, 2008
holidayNYSE missing some
3 msgs
Yohan Chalabi holidayNYSE missing some Feb 4, 2008
Joe W. Byers holidayNYSE missing some Feb 12, 2008
Yohan Chalabi holidayNYSE missing some Feb 14, 2008
timeseries - xst vs. dataframe?
7 msgs
icosa atropa timeseries - xst vs. dataframe? Feb 13, 2008
Gabor Grothendieck timeseries - xst vs. dataframe? Feb 13, 2008
Achim Zeileis timeseries - xst vs. dataframe? Feb 13, 2008
Jeff Ryan timeseries - xst vs. dataframe? Feb 13, 2008
icosa atropa timeseries - xst vs. dataframe? Feb 13, 2008
Gabor Grothendieck timeseries - xst vs. dataframe? Feb 14, 2008
Achim Zeileis timeseries - xst vs. dataframe? Feb 14, 2008
Garman-Klass Volatility in Rmetrics package
4 msgs
Ken Spriggs Garman-Klass Volatility in Rmetrics package Feb 13, 2008
Jeff Ryan Garman-Klass Volatility in Rmetrics package Feb 13, 2008
Ken Spriggs Garman-Klass Volatility in Rmetrics package Feb 13, 2008
Jeff Ryan Garman-Klass Volatility in Rmetrics package Feb 13, 2008
question about garchPredictor(fGarch)
1 msg
tom soyer question about garchPredictor(fGarch) Feb 12, 2008
How can I see a list of the built-in data sets in fBasics
3 msgs
tom soyer How can I see a list of the built-in data sets in fBasics Feb 12, 2008
Brian G. Peterson How can I see a list of the built-in data sets in fBasics Feb 12, 2008
Brian G. Peterson How can I see a list of the built-in data sets in fBasics Feb 12, 2008
timeSeries
3 msgs
Vorlow Constantinos timeSeries Feb 11, 2008
Vorlow Constantinos timeSeries Feb 11, 2008
Jeff Ryan timeSeries Feb 12, 2008
R class accessor problem in 2.6
2 msgs
Joseph Wang R class accessor problem in 2.6 Feb 3, 2008
Joseph Wang R class accessor problem in 2.6 - FIXED Feb 11, 2008
Simulate the stock market for back testing strategy
8 msgs
elton wang Simulate the stock market for back testing strategy Feb 8, 2008
Brian G. Peterson Simulate the stock market for back testing strategy Feb 8, 2008
elton wang Simulate the stock market for back testing strategy ---R bootstrap function Feb 9, 2008
Dirk Eddelbuettel Simulate the stock market for back testing strategy ---R bootstrap function Feb 9, 2008
Brian G. Peterson Simulate the stock market for back testing strategy ---R bootstrap function Feb 9, 2008
Adrian Dragulescu Simulate the stock market for back testing strategy ---R bootstrap function Feb 10, 2008
Frederick Novomestky Simulate the stock market for back testing strategy ---R bootstrap function Feb 10, 2008
Tim Hesterberg Simulate the stock market for back testing strategy ---R bootstrap function Feb 11, 2008
timeSeries
1 msg
Achim Zeileis timeSeries Feb 11, 2008
useR! 2008 Dortmund, August 11-14
1 msg
Spencer Graves useR! 2008 Dortmund, August 11-14 Feb 9, 2008
Zoo functions
8 msgs
MAB Zoo functions Feb 1, 2008
Gabor Grothendieck Zoo functions Feb 1, 2008
Dirk Eddelbuettel Zoo functions Feb 1, 2008
MAB Zoo functions Feb 4, 2008
Dirk Eddelbuettel Zoo functions Feb 4, 2008
MAB Zoo functions - Plotting Feb 8, 2008
Gabor Grothendieck Zoo functions - Plotting Feb 8, 2008
Gabor Grothendieck Zoo functions - Plotting Feb 8, 2008
Milliseconds to proper date/time class
5 msgs
guiseppe.milicia at hsbcib.com Milliseconds to proper date/time class Feb 8, 2008
Gabor Grothendieck Milliseconds to proper date/time class Feb 8, 2008
Dirk Eddelbuettel Milliseconds to proper date/time class Feb 8, 2008
Jeff Ryan Milliseconds to proper date/time class Feb 8, 2008
Dirk Eddelbuettel Milliseconds to proper date/time class Feb 8, 2008
Does R have a formal test for long vs short memory process? ---acf confidence intervals
6 msgs
elton wang Does R have a formal test for long vs short memory process? ---acf confidence intervals Feb 7, 2008
Spencer Graves Does R have a formal test for long vs short memory process? ---acf confidence intervals Feb 7, 2008
Brian G. Peterson Does R have a formal test for long vs short memory process? ---acf confidence intervals Feb 8, 2008
elton wang acf confidence intervals in ARMA Feb 8, 2008
Peter Carl acf confidence intervals in ARMA Feb 8, 2008
Brian G. Peterson acf confidence intervals in ARMA Feb 8, 2008
where do I find stochastic volatilities models in R or Matlab?
4 msgs
Michael where do I find stochastic volatilities models in R or Matlab? Feb 6, 2008
Brian G. Peterson where do I find stochastic volatilities models in R or Matlab? Feb 7, 2008
Michael where do I find stochastic volatilities models in R or Matlab? Feb 7, 2008
Brian G. Peterson where do I find stochastic volatilities models in R or Matlab? Feb 8, 2008
Experience of large scale use of R in financial services
1 msg
Dassler, Marc Experience of large scale use of R in financial services Feb 7, 2008
how to connect S-Plus to Matlab?
2 msgs
Michael how to connect S-Plus to Matlab? Feb 6, 2008
Brian G. Peterson how to connect S-Plus to Matlab? Feb 7, 2008
Importing from Excel
7 msgs
MAB Importing from Excel Feb 4, 2008
Dirk Eddelbuettel Importing from Excel Feb 4, 2008
Brian G. Peterson Importing from Excel Feb 4, 2008
MAB Importing from Excel Feb 4, 2008
Spencer Graves Importing from Excel Feb 4, 2008
Gabor Grothendieck Importing from Excel Feb 4, 2008
Hans-Peter Importing from Excel Feb 5, 2008
Réf. : Re: Importing from Excel
1 msg
guillaume.nicoulaud at halbis.com Réf. : Re: Importing from Excel Feb 4, 2008
finance heat maps
1 msg
mats pistol finance heat maps Feb 4, 2008
R question
1 msg
Wibbs R question Feb 4, 2008
garchFit - where are the fitted values for the variance part?
4 msgs
tom soyer garchFit - where are the fitted values for the variance part? Feb 3, 2008
tom soyer garchFit - where are the fitted values for the variance part? Feb 3, 2008
Spencer Graves garchFit - where are the fitted values for the variance part? Feb 3, 2008
tom soyer garchFit - where are the fitted values for the variance part? Feb 3, 2008
Garch question
1 msg
Zeno Adams Garch question Feb 3, 2008
Garch question
2 msgs
babel at centrum.sk Garch question Feb 3, 2008
Spencer Graves Garch question Feb 3, 2008
Question about garchSim and garch
10 msgs
tom soyer Question about garchSim and garch Feb 2, 2008
Spencer Graves Question about garchSim and garch Feb 2, 2008
tom soyer Question about garchSim and garch Feb 2, 2008
Spencer Graves Question about garchSim and garch Feb 2, 2008
tom soyer Question about garchSim and garch Feb 2, 2008
Patrick Burns Question about garchSim and garch Feb 3, 2008
tom soyer Question about garchSim and garch Feb 3, 2008
Patrick Burns Question about garchSim and garch Feb 3, 2008
tom soyer Question about garchSim and garch Feb 3, 2008
Spencer Graves Question about garchSim and garch Feb 3, 2008
Zivot vs. Engle vs. Stoffer - help with the meaning of different GARCH notations, please!
8 msgs
tom soyer Zivot vs. Engle vs. Stoffer - help with the meaning of different GARCH notations, please! Feb 2, 2008
Brian G. Peterson Zivot vs. Engle vs. Stoffer - help with the meaning of different GARCH notations, please! Feb 2, 2008
tom soyer Zivot vs. Engle vs. Stoffer - help with the meaning of different GARCH notations, please! Feb 2, 2008
Brian G. Peterson Zivot vs. Engle vs. Stoffer - help with the meaning of different GARCH notations, please! Feb 2, 2008
Patrick Burns Zivot vs. Engle vs. Stoffer - help with the meaning of different GARCH notations, please! Feb 3, 2008
tom soyer Zivot vs. Engle vs. Stoffer - help with the meaning of different GARCH notations, please! Feb 3, 2008
tom soyer Zivot vs. Engle vs. Stoffer - help with the meaning of different GARCH notations, please! Feb 3, 2008
tom soyer Zivot vs. Engle vs. Stoffer - help with the meaning of different GARCH notations, please! Feb 3, 2008
Zivot vs. Engle vs. Stoffer - help with the meaning of different GARCH notations, please!
1 msg
Zeno Adams Zivot vs. Engle vs. Stoffer - help with the meaning of different GARCH notations, please! Feb 3, 2008
help with garchSim
3 msgs
tom soyer help with garchSim Feb 1, 2008
Dirk Eddelbuettel help with garchSim Feb 1, 2008
tom soyer help with garchSim Feb 1, 2008
plot.zoo axis labels/ticks
3 msgs
Markus Loecher plot.zoo axis labels/ticks Feb 1, 2008
Jeff Ryan plot.zoo axis labels/ticks Feb 1, 2008
Gabor Grothendieck plot.zoo axis labels/ticks Feb 1, 2008
R / Risk measurement and the problem of data
1 msg
John DeBlasio R / Risk measurement and the problem of data Feb 1, 2008
Bloomberg Data Import to R
1 msg
Marcin Kopaczynski Bloomberg Data Import to R Jan 31, 2008