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R-SIG-Finance July 2008

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Finance Benchmarks/Workload
2 msgs
Can't load the quantmod library, without errors.
7 msgs
pierre8r-list at yahoo.fr Can't load the quantmod library, without errors. Jul 30, 2008
Jeff Ryan Can't load the quantmod library, without errors. Jul 30, 2008
pierre8r-list at yahoo.fr Can't load the quantmod library, without errors. Jul 30, 2008
pierre8r-list at yahoo.fr Can't load the quantmod library, without errors. Jul 31, 2008
Jeff Ryan Can't load the quantmod library, without errors. Jul 31, 2008
pierre8r-list at yahoo.fr Can't load the quantmod library, without errors. Jul 31, 2008
Jeff Ryan Can't load the quantmod library, without errors. Jul 31, 2008
Invitation to join the R-Finance Group on LinkedIn
1 msg
Joshua Ulrich Invitation to join the R-Finance Group on LinkedIn Jul 30, 2008
VaR.Beyond() etc.
2 msgs
Murali Menon VaR.Beyond() etc. Jul 30, 2008
Brian G. Peterson VaR.Beyond() etc. Jul 30, 2008
Feature request to the xls package. Add to.4hours(x, name)
5 msgs
pierre8r-list at yahoo.fr Feature request to the xls package. Add to.4hours(x, name) Jul 23, 2008
Jeff Ryan Feature request to the xls package. Add to.4hours(x, name) Jul 23, 2008
pierre8r-list at yahoo.fr Feature request to the xls package. Add to.4hours(x, name) Jul 25, 2008
Jeff Ryan Feature request to the xls package. Add to.4hours(x, name) Jul 26, 2008
pierre8r-list at yahoo.fr Feature request to the xls package. Add to.4hours(x, name) Jul 28, 2008
estimating non-linear state space models
7 msgs
Andreas Betz estimating non-linear state space models Jul 23, 2008
Andreas Betz estimating non-linear state space models Jul 23, 2008
Brian G. Peterson estimating non-linear state space models Jul 23, 2008
Robert Iquiapaza estimating non-linear state space models Jul 23, 2008
Andreas Betz estimating non-linear state space models Jul 24, 2008
Andreas Betz estimating non-linear state space models Jul 24, 2008
Spencer Graves estimating non-linear state space models Jul 27, 2008
fPortfolio, portfolioFrontier, data as mean vector and covariance matrix
1 msg
John P. Burkett fPortfolio, portfolioFrontier, data as mean vector and covariance matrix Jul 25, 2008
dynamo installation
3 msgs
ShyhWeir Tzang dynamo installation Jul 24, 2008
Jeff Ryan dynamo installation Jul 25, 2008
Robert Iquiapaza dynamo installation Jul 25, 2008
Don't success to create xts from lines in code
5 msgs
pierre8r-list at yahoo.fr Don't success to create xts from lines in code Jul 24, 2008
Joshua Ulrich Don't success to create xts from lines in code Jul 24, 2008
pierre8r-list at yahoo.fr Don't success to create xts from lines in code Jul 24, 2008
Joshua Ulrich Don't success to create xts from lines in code Jul 24, 2008
pierre8r-list at yahoo.fr Don't success to create xts from lines in code Jul 24, 2008
Finance Benchmarks/Workload
3 msgs
Imanpreet Finance Benchmarks/Workload Jul 24, 2008
Brian G. Peterson Finance Benchmarks/Workload Jul 24, 2008
Imanpreet Finance Benchmarks/Workload Jul 24, 2008
timeDate class query
4 msgs
Ian Seow timeDate class query Jul 10, 2008
Yohan Chalabi timeDate class query Jul 23, 2008
Ian Seow timeDate class query Jul 23, 2008
Yohan Chalabi timeDate class query Jul 24, 2008
xts and barChart (quantmod)
2 msgs
kafkaz xts and barChart (quantmod) Jul 24, 2008
Jeff Ryan xts and barChart (quantmod) Jul 24, 2008
feasiblePortfolio in fPortfolio
1 msg
R@Nabble feasiblePortfolio in fPortfolio Jul 24, 2008
Got a error message with a OpCl(x).
2 msgs
pierre8r-list at yahoo.fr Got a error message with a OpCl(x). Jul 24, 2008
pierre8r-list at yahoo.fr Re : Got a error message with a OpCl(x). Jul 24, 2008
Diagram Question
3 msgs
Matthias.Koberstein at hsbctrinkaus.de Diagram Question Jul 24, 2008
Enrico Schumann Diagram Question Jul 24, 2008
Matthieu Stigler Diagram Question Jul 24, 2008
Correlation on Tick Data
4 msgs
Mark Leeds Correlation on Tick Data Jul 22, 2008
Kenneth Spriggs Correlation on Tick Data Jul 22, 2008
Eric Zivot Correlation on Tick Data Jul 22, 2008
Scott Payseur Correlation on Tick Data Jul 23, 2008
portfolio optimization-autocorrelation in asset returns
3 msgs
Alexander Moreno portfolio optimization-autocorrelation in asset returns Jul 21, 2008
Patrick Burns portfolio optimization-autocorrelation in asset returns Jul 21, 2008
Charles Ward portfolio optimization-autocorrelation in asset returns Jul 23, 2008
fPortfolio, as.timeSeries
2 msgs
John P. Burkett fPortfolio, as.timeSeries Jul 22, 2008
Yohan Chalabi fPortfolio, as.timeSeries Jul 23, 2008
(no subject)
1 msg
giuseppe1.milicia at hsbcib.com (no subject) Jul 23, 2008
Correlation on Tick Data
4 msgs
Mark Leeds Correlation on Tick Data Jul 22, 2008
Kenneth Spriggs Correlation on Tick Data Jul 22, 2008
BOB SAMOHYL Correlation on Tick Data Jul 22, 2008
Eric Zivot Correlation on Tick Data Jul 22, 2008
Correlation on Tick Data
3 msgs
Mark Leeds Correlation on Tick Data Jul 22, 2008
BOB SAMOHYL Correlation on Tick Data Jul 22, 2008
Patrick Burns Correlation on Tick Data Jul 22, 2008
loop for multiple regressions
2 msgs
Denise Xifara loop for multiple regressions Jul 22, 2008
Matthias.Koberstein at hsbctrinkaus.de Antwort: loop for multiple regressions Jul 22, 2008
Correlation on Tick Data
2 msgs
Neil Gupta Correlation on Tick Data Jul 22, 2008
Matthieu Stigler Correlation on Tick Data Jul 22, 2008
Urgent on the help
1 msg
Yunlei.Hu at barclayscapital.com Urgent on the help Jul 22, 2008
portfolio optimization problem - use R
2 msgs
Mark Leeds portfolio optimization problem - use R Jul 21, 2008
Christian Prinoth portfolio optimization problem - use R Jul 22, 2008
fama-macbeth
1 msg
Denise Xifara fama-macbeth Jul 22, 2008
Urgent on the help
1 msg
Yunlei.Hu at barclayscapital.com Urgent on the help Jul 21, 2008
Using NAG Callback Functions in R
1 msg
Girish Mittal Using NAG Callback Functions in R Jul 20, 2008
Is there a way to overcome 2 gigabytes data set limit in R?
1 msg
Stan Maydan Is there a way to overcome 2 gigabytes data set limit in R? Jul 18, 2008
quantmod, getSymbols, csv
3 msgs
John P. Burkett quantmod, getSymbols, csv Jul 17, 2008
Jeff Ryan quantmod, getSymbols, csv Jul 17, 2008
Jeff Ryan quantmod, getSymbols, csv Jul 17, 2008
XTS - endpoints omits price changes
4 msgs
James XTS - endpoints omits price changes Jul 16, 2008
Joshua Ulrich XTS - endpoints omits price changes Jul 16, 2008
Jeff Ryan XTS - endpoints omits price changes Jul 16, 2008
James XTS - endpoints omits price changes Jul 17, 2008
How to format a CSV file output ?
2 msgs
pierre8r-list at yahoo.fr How to format a CSV file output ? Jul 17, 2008
Jeff Ryan How to format a CSV file output ? Jul 17, 2008
Optimize question
6 msgs
Matthias.Koberstein at hsbctrinkaus.de Optimize question Jul 16, 2008
Wayne.W.Jones at shell.com Optimize question Jul 16, 2008
Patrick Burns Optimize question Jul 16, 2008
Moshe Olshansky Optimize question Jul 16, 2008
Matthias.Koberstein at hsbctrinkaus.de Antwort: Re: Optimize question Jul 17, 2008
Wayne.W.Jones at shell.com Antwort: Re: Optimize question Jul 17, 2008
time series question
3 msgs
Yalla, Swaroop (FID) time series question Jul 16, 2008
Jeff Ryan time series question Jul 16, 2008
Gabor Grothendieck time series question Jul 16, 2008
How to format a CSV file output ?
3 msgs
pierre8r-list at yahoo.fr How to format a CSV file output ? Jul 16, 2008
Jeff Ryan How to format a CSV file output ? Jul 16, 2008
Joshua Ulrich How to format a CSV file output ? Jul 16, 2008
How to format a CSV file output ?
1 msg
pierre8r-gmane at yahoo.fr How to format a CSV file output ? Jul 16, 2008
time series question
1 msg
Yalla, Swaroop (FID) time series question Jul 16, 2008
XTS - plot 8 years by month
3 msgs
James XTS - plot 8 years by month Jul 15, 2008
Gabor Grothendieck XTS - plot 8 years by month Jul 15, 2008
James XTS - plot 8 years by month Jul 15, 2008
Stress Testing
6 msgs
Dario Nicodemi Stress Testing Jul 11, 2008
Debashis Dutta Stress Testing Jul 11, 2008
Dario Nicodemi Stress Testing Jul 14, 2008
Debashis Dutta Stress Testing Jul 14, 2008
Dario Nicodemi Stress Testing Jul 14, 2008
Robert Iquiapaza Tests of Conditional Predictive Ability in R Jul 15, 2008
Why this R code dont work ?
5 msgs
Pierre8r Why this R code dont work ? Jul 14, 2008
Joshua Ulrich Why this R code dont work ? Jul 14, 2008
Gabor Grothendieck Why this R code dont work ? Jul 14, 2008
Joshua Ulrich Why this R code dont work ? Jul 14, 2008
Gabor Grothendieck Why this R code dont work ? Jul 14, 2008
xts library Can I put my test data into the R code ( without reading a file ) ?
3 msgs
Pierre8r xts library Can I put my test data into the R code ( without reading a file ) ? Jul 14, 2008
Gabor Grothendieck xts library Can I put my test data into the R code ( without reading a file ) ? Jul 14, 2008
Pierre8r xts library Can I put my test data into the R code ( without reading a file ) ? Jul 14, 2008
portfolio optimization
4 msgs
Krishna Kumar portfolio optimization Jul 9, 2008
Xiao Sun portfolio optimization Jul 10, 2008
Markus Gesmann CVaR, fExtremes Jul 10, 2008
Enrico Schumann CVaR, fExtremes Jul 11, 2008
Specifying data by date
3 msgs
James Specifying data by date Jul 9, 2008
Joshua Ulrich Specifying data by date Jul 9, 2008
James Specifying data by date Jul 9, 2008
portfolio optimization
1 msg
Mark Leeds portfolio optimization Jul 9, 2008
Get Status of Derivatives as Options and Futures
2 msgs
Hsiao-nan Cheung Get Status of Derivatives as Options and Futures Jul 8, 2008
davidr at rhotrading.com Get Status of Derivatives as Options and Futures Jul 9, 2008
RBloomberg Best Bid Higher than Best Ask
2 msgs
Robert Sams RBloomberg Best Bid Higher than Best Ask Jul 9, 2008
davidr at rhotrading.com RBloomberg Best Bid Higher than Best Ask Jul 9, 2008
RBloomberg Best Bid Higher than Best Ask
1 msg
Eric Owiesny RBloomberg Best Bid Higher than Best Ask Jul 8, 2008
Symbolic computation in R
3 msgs
el_eli at gmx.de Symbolic computation in R Jul 6, 2008
Gabor Grothendieck Symbolic computation in R Jul 6, 2008
Trevor Davis Symbolic computation in R Jul 8, 2008
quantmod addTA() How to compute his own indicator ?
3 msgs
Pierre8r quantmod addTA() How to compute his own indicator ? Jul 7, 2008
Jeff Ryan quantmod addTA() How to compute his own indicator ? Jul 7, 2008
Jeff Ryan quantmod addTA() How to compute his own indicator ? Jul 8, 2008
Market stats data sources
2 msgs
Dan Avery Market stats data sources Jul 8, 2008
Brian G. Peterson Market stats data sources Jul 8, 2008
yahooSeries - how to access the date field?
3 msgs
zubin yahooSeries - how to access the date field? Jul 6, 2008
Moshe Olshansky yahooSeries - how to access the date field? Jul 6, 2008
Jeff Ryan yahooSeries - how to access the date field? Jul 6, 2008
convert row-vector to column-vector/compose matrix from two vectors
2 msgs
Eli Duenisch convert row-vector to column-vector/compose matrix from two vectors Jul 4, 2008
Ryan Sheftel convert row-vector to column-vector/compose matrix from two vectors Jul 5, 2008
Multiplicative error model ?
2 msgs
fvtrade Multiplicative error model ? Jul 2, 2008
Liu Xiaofeng Multiplicative error model ? Jul 4, 2008
How to compute percentage change of xts ?
6 msgs
pierre8r-list at yahoo.fr How to compute percentage change of xts ? Jul 2, 2008
Jorge Nieves How to compute percentage change of xts ? Jul 2, 2008
Gabor Grothendieck How to compute percentage change of xts ? Jul 2, 2008
Jeff Ryan How to compute percentage change of xts ? Jul 2, 2008
Jeff Ryan How to compute percentage change of xts ? Jul 2, 2008
Pierre8r How to compute percentage change of xts ? Jul 3, 2008
How to compute percentage change of xts ?
1 msg
Mark Leeds How to compute percentage change of xts ? Jul 2, 2008
(no subject)
1 msg
pierre8r-list at yahoo.fr (no subject) Jul 2, 2008
Error when trying to load fOptions package
2 msgs
Yuri Volchik Error when trying to load fOptions package Jul 1, 2008
Yohan Chalabi Error when trying to load fOptions package Jul 2, 2008
robust portfolio optimization
8 msgs
Enrico Schumann robust portfolio optimization Jul 1, 2008
ning zhang robust portfolio optimization Jul 1, 2008
Enrico Schumann robust portfolio optimization Jul 1, 2008
Patrick Burns robust portfolio optimization Jul 1, 2008
Marat Molyboga robust portfolio optimization Jul 1, 2008
ning zhang robust portfolio optimization Jul 1, 2008
Brian G. Peterson robust portfolio optimization Jul 1, 2008
ning zhang robust portfolio optimization Jul 1, 2008