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R-SIG-Finance June 2008

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Administrivia

1 msg
Dirk Eddelbuettel Administrivia Jun 28, 2008

Applying quarterly weights on daily returns

3 msgs
Murali Menon Applying quarterly weights on daily returns Jun 9, 2008 Gabor Grothendieck Applying quarterly weights on daily returns Jun 9, 2008 Murali Menon Applying quarterly weights on daily returns Jun 10, 2008

Are there somewhere the examples http://www.quantmod.com/examples/ ready to run ?

1 msg
Worik Are there somewhere the examples http://www.quantmod.com/examples/ ready to run ? Jun 17, 2008

Are there somewhere the examples http://www.quantmod.com/examples/ ready to run ?

4 msgs
pierre8r-list at yahoo.fr Are there somewhere the examples http://www.quantmod.com/examples/ ready to run ? Jun 17, 2008 Jeff Ryan Are there somewhere the examples http://www.quantmod.com/examples/ ready to run ? Jun 17, 2008 pierre8r-list at yahoo.fr Are there somewhere the examples http://www.quantmod.com/examples/ ready to run ? Jun 17, 2008 Jeff Ryan Are there somewhere the examples http://www.quantmod.com/examples/ ready to run ? Jun 17, 2008

Bloomberg / rcom

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guillaume.nicoulaud at halbis.com Bloomberg / rcom Jun 30, 2008

Bloomberg Data Import to R

3 msgs
Sean Carmody Bloomberg Data Import to R Jun 28, 2008 Robert Sams Bloomberg Data Import to R Jun 30, 2008 davidr at rhotrading.com Bloomberg Data Import to R Jun 30, 2008

Bond valuation

4 msgs
Hongchuan Xia Bond valuation Jun 27, 2008 Brian G. Peterson Bond valuation Jun 27, 2008 Paul DeBruicker Bond valuation Jun 27, 2008 Charles Ward Bond valuation Jun 27, 2008

Conference and workshops: RISK CONTROL STRATEGIES FOR HEDGE FUNDS AND PROGRAM TRADING

1 msg
Xiao Sun Conference and workshops: RISK CONTROL STRATEGIES FOR HEDGE FUNDS AND PROGRAM TRADING Jun 4, 2008

Cox, Ingersoll, Ross/Vasicek parameter estimation via Kalman-Filter (SSPIR)

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Francesco Marangoni Cox, Ingersoll, Ross/Vasicek parameter estimation via Kalman-Filter (SSPIR) Jun 15, 2008

Datastream interface

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Murali Menon Datastream interface Jun 5, 2008

Demystification of GARCH modeling with fGarch

3 msgs
Yohan Chalabi Demystification of GARCH modeling with fGarch Jun 5, 2008 Mark Leeds Demystification of GARCH modeling with fGarch Jun 5, 2008 DavidM.UK Demystification of GARCH modeling with fGarch Jun 11, 2008

Dummy / Indicator Variable

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John Pederson Dummy / Indicator Variable Jun 29, 2008

ETH Internship - Dynamic Portfolio Asset Allocation

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Diethelm Wuertz ETH Internship - Dynamic Portfolio Asset Allocation Jun 11, 2008

Error in QRMlib

2 msgs
Hongchuan Xia Error in QRMlib Jun 26, 2008 Yohan Chalabi Error in QRMlib Jun 26, 2008

Experience of large scale use of R in financial services

1 msg
Ryan Sheftel Experience of large scale use of R in financial services Jun 29, 2008

Experience of large scale use of R in financial services

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Debashis Dutta Experience of large scale use of R in financial services Jun 29, 2008 Ryan Sheftel Experience of large scale use of R in financial services Jun 29, 2008

Financial workload in R

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Balaji Veeraraghavan Financial workload in R Jun 13, 2008

Fitting jump diffusion processes with Normal errors

1 msg
Ross Bowden Fitting jump diffusion processes with Normal errors Jun 1, 2008

Granger-Gonzalo decomposition

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Verschuere Benjamin Granger-Gonzalo decomposition Jun 11, 2008

HJM model (Interest rate)

2 msgs
Brian G. Peterson HJM model (Interest rate) Jun 4, 2008 Thomas Steiner HJM model (Interest rate) Jun 4, 2008

HJM models (Forward Rates)

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Thomas Steiner HJM models (Forward Rates) Jun 29, 2008

Hourly quotations from 1 minutes quotations.

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pierre8r-list at yahoo.fr Hourly quotations from 1 minutes quotations. Jun 30, 2008 Joshua Ulrich Hourly quotations from 1 minutes quotations. Jun 30, 2008

How to merge Date and Time in a single value ?

4 msgs
pierre8r-list at yahoo.fr How to merge Date and Time in a single value ? Jun 17, 2008 Gabor Grothendieck How to merge Date and Time in a single value ? Jun 17, 2008 Jeff Ryan How to merge Date and Time in a single value ? Jun 17, 2008 pierre8r-list at yahoo.fr How to merge Date and Time in a single value ? Jun 17, 2008

How to remove the error : Error in dimnames(x) <- dn : length of 'dimnames' [2] not equal to array extent

3 msgs
pierre8r-list at yahoo.fr How to remove the error : Error in dimnames(x) <- dn : length of 'dimnames' [2] not equal to array extent Jun 23, 2008 Jeff Ryan How to remove the error : Error in dimnames(x) <- dn : length of 'dimnames' [2] not equal to array extent Jun 23, 2008 Gabor Grothendieck How to remove the error : Error in dimnames(x) <- dn : length of 'dimnames' [2] not equal to array extent Jun 23, 2008

Multiplicative error model ?

2 msgs
ShyhWeir Tzang Multiplicative error model ? Jun 24, 2008 Christian Brownlees Multiplicative error model ? Jun 24, 2008

Quantmod: Managing lists of instruments...

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Whit Armstrong Quantmod: Managing lists of instruments... Jun 28, 2008

R-SIG-Finance Digest, Vol 49, Issue 13

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Rory Winston R-SIG-Finance Digest, Vol 49, Issue 13 Jun 28, 2008

RBloomberg

3 msgs
Eric Owiesny RBloomberg Jun 2, 2008 davidr at rhotrading.com RBloomberg Jun 2, 2008 Eric Owiesny RBloomberg Jun 2, 2008

Resampling Methods for Dependent Data

6 msgs
Wei-han Liu Resampling Methods for Dependent Data Jun 17, 2008 Jeff Ryan Resampling Methods for Dependent Data Jun 17, 2008 Brian G. Peterson Resampling Methods for Dependent Data Jun 18, 2008 Wei-han Liu Resampling Methods for Dependent Data Jun 18, 2008 Brian G. Peterson Resampling Methods for Dependent Data Jun 18, 2008 Jae Kim Resampling Methods for Dependent Data Jun 18, 2008

Solicitation of opinions on which Timeseries object(s) to utilize.

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Gabor Grothendieck Solicitation of opinions on which Timeseries object(s) to utilize. Jun 28, 2008

apply.fromstart() warnings

10 msgs
Murali Menon apply.fromstart() warnings Jun 2, 2008 Gabor Grothendieck apply.fromstart() warnings Jun 2, 2008 Murali Menon apply.fromstart() warnings Jun 2, 2008 Gabor Grothendieck apply.fromstart() warnings Jun 2, 2008 Murali Menon apply.fromstart() warnings Jun 2, 2008 Gabor Grothendieck apply.fromstart() warnings Jun 2, 2008 Murali Menon apply.fromstart() warnings Jun 2, 2008 Gabor Grothendieck apply.fromstart() warnings Jun 2, 2008 Murali Menon apply.fromstart() warnings Jun 2, 2008 Brian G. Peterson apply.fromstart() warnings Jun 2, 2008

arfimaoxfit.ox and arfimaoxpredict.ox file needed

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Yohan Chalabi arfimaoxfit.ox and arfimaoxpredict.ox file needed Jun 30, 2008

chart.Histogram differences between PerformanceAnalytics 9.5 and 9.6

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Peter Carl chart.Histogram differences between PerformanceAnalytics 9.5 and 9.6 Jun 29, 2008

currency weights question

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Mark Leeds currency weights question Jun 18, 2008

economagicImport problem

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Bill_Jones economagicImport problem Jun 17, 2008

fCalendar's time seems incorrect for some FinCenters

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Daniel Wolff fCalendar's time seems incorrect for some FinCenters Jun 1, 2008 Enrico Schumann fCalendar's time seems incorrect for some FinCenters Jun 2, 2008 Yohan Chalabi fCalendar's time seems incorrect for some FinCenters Jun 2, 2008

fPortfolio Constraints Question

2 msgs
berg fPortfolio Constraints Question Jun 18, 2008 Yohan Chalabi fPortfolio Constraints Question Jun 24, 2008

portfolio optimization questions

3 msgs
Alexander Moreno portfolio optimization questions Jun 17, 2008 Brian G. Peterson portfolio optimization questions Jun 17, 2008 Mark Leeds portfolio optimization questions Jun 17, 2008

quantmod data from FRED and Yahoo

2 msgs
Shlomo Katchmalik quantmod data from FRED and Yahoo Jun 17, 2008 Jeff Ryan quantmod data from FRED and Yahoo Jun 17, 2008

timeDate conversion [C1]

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Whit Armstrong timeDate conversion [C1] Jun 28, 2008