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R-SIG-Finance June 2008

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Hourly quotations from 1 minutes quotations.
2 msgs
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
Bloomberg Data Import to R
2 msgs
Robert Sams Bloomberg Data Import to R Jun 30, 2008
davidr at rhotrading.com Bloomberg Data Import to R Jun 30, 2008
arfimaoxfit.ox and arfimaoxpredict.ox file needed
1 msg
Yohan Chalabi arfimaoxfit.ox and arfimaoxpredict.ox file needed Jun 30, 2008
Bloomberg / rcom
1 msg
guillaume.nicoulaud at halbis.com Bloomberg / rcom Jun 30, 2008
chart.Histogram differences between PerformanceAnalytics 9.5 and 9.6
1 msg
Peter Carl chart.Histogram differences between PerformanceAnalytics 9.5 and 9.6 Jun 29, 2008
Dummy / Indicator Variable
1 msg
John Pederson Dummy / Indicator Variable Jun 29, 2008
Experience of large scale use of R in financial services
3 msgs
Ryan Sheftel Experience of large scale use of R in financial services Jun 29, 2008
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
HJM models (Forward Rates)
1 msg
Thomas Steiner HJM models (Forward Rates) Jun 29, 2008
Quantmod: Managing lists of instruments...
1 msg
Whit Armstrong Quantmod: Managing lists of instruments... Jun 28, 2008
timeDate conversion [C1]
1 msg
Whit Armstrong timeDate conversion [C1] Jun 28, 2008
Bloomberg Data Import to R
1 msg
Sean Carmody Bloomberg Data Import to R Jun 28, 2008
Solicitation of opinions on which Timeseries object(s) to utilize.
1 msg
Gabor Grothendieck Solicitation of opinions on which Timeseries object(s) to utilize. Jun 28, 2008
Administrivia
1 msg
Dirk Eddelbuettel Administrivia Jun 28, 2008
R-SIG-Finance Digest, Vol 49, Issue 13
1 msg
Rory Winston R-SIG-Finance Digest, Vol 49, Issue 13 Jun 28, 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
Error in QRMlib
2 msgs
Hongchuan Xia Error in QRMlib Jun 26, 2008
Yohan Chalabi Error in QRMlib Jun 26, 2008
fPortfolio Constraints Question
2 msgs
berg fPortfolio Constraints Question Jun 18, 2008
Yohan Chalabi fPortfolio Constraints Question Jun 24, 2008
Multiplicative error model ?
1 msg
Christian Brownlees Multiplicative error model ? Jun 24, 2008
Multiplicative error model ?
1 msg
ShyhWeir Tzang Multiplicative error model ? Jun 24, 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
Resampling Methods for Dependent Data
3 msgs
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
currency weights question
1 msg
Mark Leeds currency weights question Jun 18, 2008
Resampling Methods for Dependent Data
3 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
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
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
Worik 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
economagicImport problem
1 msg
Bill_Jones economagicImport problem 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
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
Are there somewhere the examples http://www.quantmod.com/examples/ ready to run ?
1 msg
pierre8r-list at yahoo.fr Are there somewhere the examples http://www.quantmod.com/examples/ ready to run ? Jun 17, 2008
Cox, Ingersoll, Ross/Vasicek parameter estimation via Kalman-Filter (SSPIR)
1 msg
Francesco Marangoni Cox, Ingersoll, Ross/Vasicek parameter estimation via Kalman-Filter (SSPIR) Jun 15, 2008
Financial workload in R
1 msg
Balaji Veeraraghavan Financial workload in R Jun 13, 2008
ETH Internship - Dynamic Portfolio Asset Allocation
1 msg
Diethelm Wuertz ETH Internship - Dynamic Portfolio Asset Allocation Jun 11, 2008
Granger-Gonzalo decomposition
1 msg
Verschuere Benjamin Granger-Gonzalo decomposition Jun 11, 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
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
Datastream interface
1 msg
Murali Menon Datastream interface Jun 5, 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
RBloomberg
4 msgs
Eric Owiesny RBloomberg Jun 2, 2008
davidr at rhotrading.com RBloomberg Jun 2, 2008
Eric Owiesny RBloomberg Jun 2, 2008
Xiao Sun Conference and workshops: RISK CONTROL STRATEGIES FOR HEDGE FUNDS AND PROGRAM TRADING Jun 4, 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
fCalendar's time seems incorrect for some FinCenters
3 msgs
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
Fitting jump diffusion processes with Normal errors
1 msg
Ross Bowden Fitting jump diffusion processes with Normal errors Jun 1, 2008