R-SIG-Finance March 2008

Direct Specification of Mu and Sigma in fportfolio

4 msgs Mar 31

R

reini Direct Specification of Mu and Sigma in fportfolio Mar 30, 2008

A

Adam Gehr Direct Specification of Mu and Sigma in fportfolio Mar 31, 2008

R

reini Direct Specification of Mu and Sigma in fportfolio Mar 31, 2008

C

chalabi at phys.ethz.ch Direct Specification of Mu and Sigma in fportfolio Mar 31, 2008

bilinear and non linear time series?

2 msgs Mar 31

S

Spencer Graves bilinear and non linear time series? Mar 31, 2008

J

Joshua Reich R + NVIDIA CUDA Mar 31, 2008

Grouping of stocks

2 msgs Mar 31

R

Ravi S. Shankar Grouping of stocks Mar 30, 2008

K

Krishna Kumar Grouping of stocks Mar 31, 2008

Garch and multivariate garch

1 msg Mar 30

M

Matthieu Boyer Garch and multivariate garch Mar 30, 2008

R package for continuous futures contract construction

5 msgs Mar 29

D

David-Michael Lincke R package for continuous futures contract construction Mar 24, 2008

R

Ryan Sheftel R package for continuous futures contract construction Mar 24, 2008

D

David-Michael Lincke R package for continuous futures contract construction Mar 24, 2008

W

Whit Armstrong R package for continuous futures contract construction Mar 24, 2008

D

David-Michael Lincke R package for continuous futures contract construction Mar 29, 2008

http://www.market-topology.com/

4 msgs Mar 27

Y

Yuri Volchik http://www.market-topology.com/ Mar 2, 2008

S

Spencer Graves http://www.market-topology.com/ Mar 2, 2008

Y

Yuri Volchik http://www.market-topology.com/ Mar 27, 2008

K

Krishna Kumar http://www.market-topology.com/ Mar 27, 2008

Time index conversion in zoo/xts

6 msgs Mar 27

Y

Yuri Volchik Time index conversion in zoo/xts Mar 26, 2008

G

Gabor Grothendieck Time index conversion in zoo/xts Mar 26, 2008

J

Jeff Ryan Time index conversion in zoo/xts Mar 26, 2008

J

Jeff Ryan Time index conversion in zoo/xts Mar 26, 2008

Y

Yuri Volchik Time index conversion in zoo/xts Mar 27, 2008

G

Gabor Grothendieck Time index conversion in zoo/xts Mar 27, 2008

filter() on zoo objects

4 msgs Mar 27

V

Vorlow Constantinos filter() on zoo objects Mar 27, 2008

J

Jeff Ryan filter() on zoo objects Mar 27, 2008

G

Gabor Grothendieck filter() on zoo objects Mar 27, 2008

J

Jeff Ryan filter() on zoo objects Mar 27, 2008

threshold autoregression&In-Reply-To=008c01c85ddd$998ed750$ccac85f0$@com

1 msg Mar 26

F

Faan Louw threshold autoregression&In-Reply-To=008c01c85ddd$998ed750$ccac85f0$@com Mar 26, 2008

fBrowser in Rmetrics - does it exist? [r-sig-finance]

3 msgs Mar 25

L

Liviu Andronic fBrowser in Rmetrics - does it exist? [r-sig-finance] Mar 20, 2008

C

chalabi at phys.ethz.ch fBrowser in Rmetrics - does it exist? [r-sig-finance] Mar 25, 2008

L

Liviu Andronic fBrowser in Rmetrics - does it exist? [r-sig-finance] Mar 25, 2008

Aggregating tick by tick timeSeries [C1]

3 msgs Mar 25

A

anass.mouhsine at sgcib.com Aggregating tick by tick timeSeries [C1] Mar 21, 2008

J

Jeff Ryan Aggregating tick by tick timeSeries [C1] Mar 21, 2008

A

anass.mouhsine at sgcib.com Aggregating tick by tick timeSeries [NC] Mar 25, 2008

matrix

1 msg Mar 24

L

Lavan matrix Mar 24, 2008

Monthly returns from Daily prices

4 msgs Mar 24

R

Ravi S. Shankar Monthly returns from Daily prices Mar 24, 2008

J

Jeff Ryan Monthly returns from Daily prices Mar 24, 2008

G

Gabor Grothendieck Monthly returns from Daily prices Mar 24, 2008

G

Gabor Grothendieck Monthly returns from Daily prices Mar 24, 2008

R package for continuous futures contract construction

1 msg Mar 23

D

dave at lincke.net R package for continuous futures contract construction Mar 23, 2008

R package for continuous futures contract construction

2 msgs Mar 23

D

David-Michael Lincke R package for continuous futures contract construction Mar 22, 2008

W

Whit Armstrong R package for continuous futures contract construction Mar 23, 2008

R/Rmetrics Workshop, Meielisalp 2008, June 29 - July 3

1 msg Mar 21

D

Diethelm Wuertz R/Rmetrics Workshop, Meielisalp 2008, June 29 - July 3 Mar 21, 2008

timeDate conversion [C1]

1 msg Mar 20

D

DavidM.UK timeDate conversion [C1] Mar 20, 2008

Calling R from Mathlab

2 msgs Mar 18

M

MAB Calling R from Mathlab Mar 18, 2008

S

Spencer Graves Calling R from Mathlab Mar 18, 2008

useR! 2008 submission deadline

1 msg Mar 18

S

Spencer Graves useR! 2008 submission deadline Mar 18, 2008

Specification of Mu and Sigma in fportfolio

1 msg Mar 18

R

reini Specification of Mu and Sigma in fportfolio Mar 18, 2008

Rmetrics - R-Forge - Workshop

1 msg Mar 18

C

chalabi at phys.ethz.ch Rmetrics - R-Forge - Workshop Mar 18, 2008

Rolling Windows / Regressions / Predictions

2 msgs Mar 17

B

Bryan Lim Rolling Windows / Regressions / Predictions Mar 17, 2008

P

Peter Carl Rolling Windows / Regressions / Predictions Mar 17, 2008

Framework for VAR allocation among traders

10 msgs Mar 17

A

adschai at optonline.net Framework for VAR allocation among traders Mar 13, 2008

B

Brian G. Peterson Framework for VAR allocation among traders Mar 14, 2008

J

Joe W. Byers Framework for VAR allocation among traders Mar 15, 2008

B

Brian G. Peterson Framework for VAR allocation among traders Mar 15, 2008

K

Krishna Kumar Framework for VAR allocation among traders Mar 15, 2008

E

elton wang Framework for VAR allocation among traders Mar 17, 2008

B

Brian G. Peterson Framework for VAR allocation among traders Mar 17, 2008

E

elton wang Framework for VAR allocation among traders Mar 17, 2008

B

Brian G. Peterson Framework for VAR allocation among traders Mar 17, 2008

E

elton wang Framework for VAR allocation among traders Mar 17, 2008

Aggregating tick by tick timeSeries [C1]

9 msgs Mar 17

A

anass.mouhsine at sgcib.com Aggregating tick by tick timeSeries [C1] Mar 5, 2008

J

Jeff Ryan Aggregating tick by tick timeSeries [C1] Mar 5, 2008

A

anass.mouhsine at sgcib.com Aggregating tick by tick timeSeries [NC] Mar 5, 2008

J

Jeff Ryan Aggregating tick by tick timeSeries [NC] Mar 5, 2008

G

Gabor Grothendieck Aggregating tick by tick timeSeries [NC] Mar 5, 2008

B

Brian G. Peterson Aggregating tick by tick timeSeries [NC] Mar 5, 2008

B

Brian G. Peterson Aggregating tick by tick timeSeries [NC] Mar 5, 2008

A

anass.mouhsine at sgcib.com Aggregating tick by tick timeSeries [NC] Mar 6, 2008

A

anass.mouhsine at sgcib.com Aggregating tick by tick timeSeries [NC] Mar 17, 2008

Framework for VAR allocation among traders

2 msgs Mar 17

E

elton wang Framework for VAR allocation among traders Mar 17, 2008

B

Brian G. Peterson Framework for VAR allocation among traders Mar 17, 2008

CreditRisk+

2 msgs Mar 14

S

Sergi Martínez CreditRisk+ Mar 14, 2008

B

Brian G. Peterson CreditRisk+ Mar 14, 2008

Predictive Analytics for Business, Marketing and Web (April 3-4, May 8-9, June 5-6)

1 msg Mar 11

E

Elise Johnson Predictive Analytics for Business, Marketing and Web (April 3-4, May 8-9, June 5-6) Mar 11, 2008

Risk Model Mapping

1 msg Mar 11

G

Gerlanc, Daniel Risk Model Mapping Mar 11, 2008

fporfolio

1 msg Mar 9

R

Reinhold Hafner fporfolio Mar 9, 2008

plotting NAs

1 msg Mar 8

J

John McHenry plotting NAs Mar 8, 2008

question about optim

1 msg Mar 5

M

maratikus question about optim Mar 5, 2008

Rbloomberg Static Data like CRNCY [C1]

2 msgs Mar 5

T

thomas.dionysopoulos at sgcib.com Rbloomberg Static Data like CRNCY [C1] Mar 5, 2008

D

davidr at rhotrading.com Rbloomberg Static Data like CRNCY [C1] Mar 5, 2008

Frage uber package strucchange

2 msgs Mar 3

M

Matthieu Stigler Frage uber package strucchange Mar 2, 2008

A

Achim Zeileis Frage uber package strucchange Mar 3, 2008

ARIMA XREG ERROR (package stats, mass)

2 msgs Mar 3

I

Iacopetti dott. Roberto ARIMA XREG ERROR (package stats, mass) Mar 3, 2008

W

Wayne.W.Jones at shell.com ARIMA XREG ERROR (package stats, mass) Mar 3, 2008

fPortfolio

1 msg Mar 3

R

Reinhold Hafner fPortfolio Mar 3, 2008

holidayNYSE missing some

1 msg Mar 2

J

Joe W. Byers holidayNYSE missing some Mar 2, 2008

another garch question

2 msgs Mar 2

B

babel at centrum.sk another garch question Mar 2, 2008

S

Spencer Graves another garch question Mar 2, 2008