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R-SIG-Finance July 2008

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Alexander Moreno

Last active: Jul 21, 2008
1 msg
Alexander Moreno portfolio optimization-autocorrelation in asset returns Jul 21, 2008

Andreas Betz

Last active: Jul 24, 2008
4 msgs
Andreas Betz estimating non-linear state space models Jul 23, 2008 Andreas Betz 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

BOB SAMOHYL

Last active: Jul 22, 2008
2 msgs
BOB SAMOHYL Correlation on Tick Data Jul 22, 2008 BOB SAMOHYL Correlation on Tick Data Jul 22, 2008

Brian G. Peterson

Last active: Jul 30, 2008
5 msgs
Brian G. Peterson robust portfolio optimization Jul 1, 2008 Brian G. Peterson Market stats data sources Jul 8, 2008 Brian G. Peterson estimating non-linear state space models Jul 23, 2008 Brian G. Peterson Finance Benchmarks/Workload Jul 24, 2008 Brian G. Peterson VaR.Beyond() etc. Jul 30, 2008

Charles Ward

Last active: Jul 23, 2008
1 msg
Charles Ward portfolio optimization-autocorrelation in asset returns Jul 23, 2008

Christian Prinoth

Last active: Jul 22, 2008
1 msg
Christian Prinoth portfolio optimization problem - use R Jul 22, 2008

Dan Avery

Last active: Jul 8, 2008
1 msg
Dan Avery Market stats data sources Jul 8, 2008

Dario Nicodemi

Last active: Jul 14, 2008
3 msgs
Dario Nicodemi Stress Testing Jul 11, 2008 Dario Nicodemi Stress Testing Jul 14, 2008 Dario Nicodemi Stress Testing Jul 14, 2008

Debashis Dutta

Last active: Jul 14, 2008
2 msgs
Debashis Dutta Stress Testing Jul 11, 2008 Debashis Dutta Stress Testing Jul 14, 2008

Denise Xifara

Last active: Jul 22, 2008
2 msgs
Denise Xifara fama-macbeth Jul 22, 2008 Denise Xifara loop for multiple regressions Jul 22, 2008

Eli Duenisch

Last active: Jul 4, 2008
1 msg
Eli Duenisch convert row-vector to column-vector/compose matrix from two vectors Jul 4, 2008

Enrico Schumann

Last active: Jul 24, 2008
4 msgs
Enrico Schumann robust portfolio optimization Jul 1, 2008 Enrico Schumann robust portfolio optimization Jul 1, 2008 Enrico Schumann CVaR, fExtremes Jul 11, 2008 Enrico Schumann Diagram Question Jul 24, 2008

Eric Owiesny

Last active: Jul 8, 2008
1 msg
Eric Owiesny RBloomberg Best Bid Higher than Best Ask Jul 8, 2008

Eric Zivot

Last active: Jul 22, 2008
2 msgs
Eric Zivot Correlation on Tick Data Jul 22, 2008 Eric Zivot Correlation on Tick Data Jul 22, 2008

Gabor Grothendieck

Last active: Jul 16, 2008
7 msgs
Gabor Grothendieck How to compute percentage change of xts ? Jul 2, 2008 Gabor Grothendieck Symbolic computation in R Jul 6, 2008 Gabor Grothendieck xts library Can I put my test data into the R code ( without reading a file ) ? Jul 14, 2008 Gabor Grothendieck Why this R code dont work ? Jul 14, 2008 Gabor Grothendieck Why this R code dont work ? Jul 14, 2008 Gabor Grothendieck XTS - plot 8 years by month Jul 15, 2008 Gabor Grothendieck time series question Jul 16, 2008

Girish Mittal

Last active: Jul 20, 2008
1 msg
Girish Mittal Using NAG Callback Functions in R Jul 20, 2008

Hsiao-nan Cheung

Last active: Jul 8, 2008
1 msg
Hsiao-nan Cheung Get Status of Derivatives as Options and Futures Jul 8, 2008

Ian Seow

Last active: Jul 23, 2008
2 msgs
Ian Seow timeDate class query Jul 10, 2008 Ian Seow timeDate class query Jul 23, 2008

Imanpreet

Last active: Jul 24, 2008
2 msgs
Imanpreet Finance Benchmarks/Workload Jul 24, 2008 Imanpreet Finance Benchmarks/Workload Jul 24, 2008

James

Last active: Jul 17, 2008
6 msgs
James Specifying data by date Jul 9, 2008 James Specifying data by date Jul 9, 2008 James XTS - plot 8 years by month Jul 15, 2008 James XTS - plot 8 years by month Jul 15, 2008 James XTS - endpoints omits price changes Jul 16, 2008 James XTS - endpoints omits price changes Jul 17, 2008

Jeff Ryan

Last active: Jul 31, 2008
18 msgs
Jeff Ryan How to compute percentage change of xts ? Jul 2, 2008 Jeff Ryan How to compute percentage change of xts ? Jul 2, 2008 Jeff Ryan yahooSeries - how to access the date field? Jul 6, 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 Jeff Ryan time series question Jul 16, 2008 Jeff Ryan How to format a CSV file output ? Jul 16, 2008 Jeff Ryan XTS - endpoints omits price changes Jul 16, 2008 Jeff Ryan How to format a CSV file output ? Jul 17, 2008 Jeff Ryan quantmod, getSymbols, csv Jul 17, 2008 Jeff Ryan quantmod, getSymbols, csv Jul 17, 2008 Jeff Ryan Feature request to the xls package. Add to.4hours(x, name) Jul 23, 2008 Jeff Ryan xts and barChart (quantmod) Jul 24, 2008 Jeff Ryan dynamo installation Jul 25, 2008 Jeff Ryan Feature request to the xls package. Add to.4hours(x, name) Jul 26, 2008 Jeff Ryan Can't load the quantmod library, without errors. Jul 30, 2008 Jeff Ryan Can't load the quantmod library, without errors. Jul 31, 2008 Jeff Ryan Can't load the quantmod library, without errors. Jul 31, 2008

John P. Burkett

Last active: Jul 25, 2008
3 msgs
John P. Burkett quantmod, getSymbols, csv Jul 17, 2008 John P. Burkett fPortfolio, as.timeSeries Jul 22, 2008 John P. Burkett fPortfolio, portfolioFrontier, data as mean vector and covariance matrix Jul 25, 2008

Jorge Nieves

Last active: Jul 2, 2008
1 msg
Jorge Nieves How to compute percentage change of xts ? Jul 2, 2008

Joshua Ulrich

Last active: Jul 30, 2008
8 msgs
Joshua Ulrich Specifying data by date Jul 9, 2008 Joshua Ulrich Why this R code dont work ? Jul 14, 2008 Joshua Ulrich Why this R code dont work ? Jul 14, 2008 Joshua Ulrich How to format a CSV file output ? Jul 16, 2008 Joshua Ulrich XTS - endpoints omits price changes Jul 16, 2008 Joshua Ulrich 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 Joshua Ulrich Invitation to join the R-Finance Group on LinkedIn Jul 30, 2008

Kenneth Spriggs

Last active: Jul 22, 2008
2 msgs
Kenneth Spriggs Correlation on Tick Data Jul 22, 2008 Kenneth Spriggs Correlation on Tick Data Jul 22, 2008

Krishna Kumar

Last active: Jul 9, 2008
1 msg
Krishna Kumar portfolio optimization Jul 9, 2008

Liu Xiaofeng

Last active: Jul 4, 2008
1 msg
Liu Xiaofeng Multiplicative error model ? Jul 4, 2008

Marat Molyboga

Last active: Jul 1, 2008
1 msg
Marat Molyboga robust portfolio optimization Jul 1, 2008

Mark Leeds

Last active: Jul 22, 2008
6 msgs
Mark Leeds How to compute percentage change of xts ? Jul 2, 2008 Mark Leeds portfolio optimization Jul 9, 2008 Mark Leeds portfolio optimization problem - use R Jul 21, 2008 Mark Leeds Correlation on Tick Data Jul 22, 2008 Mark Leeds Correlation on Tick Data Jul 22, 2008 Mark Leeds Correlation on Tick Data Jul 22, 2008

Markus Gesmann

Last active: Jul 10, 2008
1 msg
Markus Gesmann CVaR, fExtremes Jul 10, 2008

Matthias.Koberstein at hsbctrinkaus.de

Last active: Jul 24, 2008
4 msgs
Matthias.Koberstein at hsbctrinkaus.de Optimize question Jul 16, 2008 Matthias.Koberstein at hsbctrinkaus.de Antwort: Re: Optimize question Jul 17, 2008 Matthias.Koberstein at hsbctrinkaus.de Antwort: loop for multiple regressions Jul 22, 2008 Matthias.Koberstein at hsbctrinkaus.de Diagram Question Jul 24, 2008

Matthieu Stigler

Last active: Jul 24, 2008
2 msgs
Matthieu Stigler Correlation on Tick Data Jul 22, 2008 Matthieu Stigler Diagram Question Jul 24, 2008

Moshe Olshansky

Last active: Jul 16, 2008
2 msgs
Moshe Olshansky yahooSeries - how to access the date field? Jul 6, 2008 Moshe Olshansky Optimize question Jul 16, 2008

Murali Menon

Last active: Jul 30, 2008
1 msg
Murali Menon VaR.Beyond() etc. Jul 30, 2008

Neil Gupta

Last active: Jul 22, 2008
1 msg
Neil Gupta Correlation on Tick Data Jul 22, 2008

Patrick Burns

Last active: Jul 22, 2008
4 msgs
Patrick Burns robust portfolio optimization Jul 1, 2008 Patrick Burns Optimize question Jul 16, 2008 Patrick Burns portfolio optimization-autocorrelation in asset returns Jul 21, 2008 Patrick Burns Correlation on Tick Data Jul 22, 2008

Pierre8r

Last active: Jul 14, 2008
5 msgs
Pierre8r How to compute percentage change of xts ? Jul 3, 2008 Pierre8r quantmod addTA() How to compute his own indicator ? Jul 7, 2008 Pierre8r 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 Pierre8r Why this R code dont work ? Jul 14, 2008

R@Nabble

Last active: Jul 24, 2008
1 msg
R@Nabble feasiblePortfolio in fPortfolio Jul 24, 2008

Robert Iquiapaza

Last active: Jul 25, 2008
3 msgs
Robert Iquiapaza Tests of Conditional Predictive Ability in R Jul 15, 2008 Robert Iquiapaza estimating non-linear state space models Jul 23, 2008 Robert Iquiapaza dynamo installation Jul 25, 2008

Robert Sams

Last active: Jul 9, 2008
1 msg
Robert Sams RBloomberg Best Bid Higher than Best Ask Jul 9, 2008

Ryan Sheftel

Last active: Jul 5, 2008
1 msg
Ryan Sheftel convert row-vector to column-vector/compose matrix from two vectors Jul 5, 2008

Scott Payseur

Last active: Jul 23, 2008
1 msg
Scott Payseur Correlation on Tick Data Jul 23, 2008

ShyhWeir Tzang

Last active: Jul 24, 2008
1 msg
ShyhWeir Tzang dynamo installation Jul 24, 2008

Spencer Graves

Last active: Jul 27, 2008
1 msg
Spencer Graves estimating non-linear state space models Jul 27, 2008

Stan Maydan

Last active: Jul 18, 2008
1 msg
Stan Maydan Is there a way to overcome 2 gigabytes data set limit in R? Jul 18, 2008

Trevor Davis

Last active: Jul 8, 2008
1 msg
Trevor Davis Symbolic computation in R Jul 8, 2008

Wayne.W.Jones at shell.com

Last active: Jul 17, 2008
2 msgs
Wayne.W.Jones at shell.com Optimize question Jul 16, 2008 Wayne.W.Jones at shell.com Antwort: Re: Optimize question Jul 17, 2008

Xiao Sun

Last active: Jul 10, 2008
1 msg
Xiao Sun portfolio optimization Jul 10, 2008

Yalla, Swaroop (FID)

Last active: Jul 16, 2008
2 msgs
Yalla, Swaroop (FID) time series question Jul 16, 2008 Yalla, Swaroop (FID) time series question Jul 16, 2008

Yohan Chalabi

Last active: Jul 24, 2008
4 msgs
Yohan Chalabi Error when trying to load fOptions package Jul 2, 2008 Yohan Chalabi fPortfolio, as.timeSeries Jul 23, 2008 Yohan Chalabi timeDate class query Jul 23, 2008 Yohan Chalabi timeDate class query Jul 24, 2008

Yunlei.Hu at barclayscapital.com

Last active: Jul 22, 2008
2 msgs
Yunlei.Hu at barclayscapital.com Urgent on the help Jul 21, 2008 Yunlei.Hu at barclayscapital.com Urgent on the help Jul 22, 2008

Yuri Volchik

Last active: Jul 1, 2008
1 msg
Yuri Volchik Error when trying to load fOptions package Jul 1, 2008

davidr at rhotrading.com

Last active: Jul 9, 2008
2 msgs
davidr at rhotrading.com RBloomberg Best Bid Higher than Best Ask Jul 9, 2008 davidr at rhotrading.com Get Status of Derivatives as Options and Futures Jul 9, 2008

el_eli at gmx.de

Last active: Jul 6, 2008
1 msg
el_eli at gmx.de Symbolic computation in R Jul 6, 2008

fvtrade

Last active: Jul 2, 2008
1 msg
fvtrade Multiplicative error model ? Jul 2, 2008

giuseppe1.milicia at hsbcib.com

Last active: Jul 23, 2008
1 msg
giuseppe1.milicia at hsbcib.com (no subject) Jul 23, 2008

kafkaz

Last active: Jul 24, 2008
1 msg
kafkaz xts and barChart (quantmod) Jul 24, 2008

ning zhang

Last active: Jul 1, 2008
3 msgs
ning zhang robust portfolio optimization Jul 1, 2008 ning zhang robust portfolio optimization Jul 1, 2008 ning zhang robust portfolio optimization Jul 1, 2008

pierre8r-gmane at yahoo.fr

Last active: Jul 16, 2008
1 msg
pierre8r-gmane at yahoo.fr How to format a CSV file output ? Jul 16, 2008

pierre8r-list at yahoo.fr

Last active: Jul 31, 2008
16 msgs
pierre8r-list at yahoo.fr (no subject) Jul 2, 2008 pierre8r-list at yahoo.fr How to compute percentage change of xts ? Jul 2, 2008 pierre8r-list at yahoo.fr How to format a CSV file output ? Jul 16, 2008 pierre8r-list at yahoo.fr How to format a CSV file output ? Jul 17, 2008 pierre8r-list at yahoo.fr Feature request to the xls package. Add to.4hours(x, name) Jul 23, 2008 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 pierre8r-list at yahoo.fr 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 pierre8r-list at yahoo.fr Don't success to create xts from lines in code Jul 24, 2008 pierre8r-list at yahoo.fr Feature request to the xls package. Add to.4hours(x, name) Jul 25, 2008 pierre8r-list at yahoo.fr Feature request to the xls package. Add to.4hours(x, name) Jul 28, 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 30, 2008 pierre8r-list at yahoo.fr 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

zubin

Last active: Jul 6, 2008
1 msg
zubin yahooSeries - how to access the date field? Jul 6, 2008